-17.0%
STM vs OUST
+12.1%
-29.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +15.7% | -21.8% | -11.1% |
| 7D | -6.0% | -0.2% | -5.8% | -6.5% |
| 30D | -20.9% | -24.0% | +3.0% | -14.3% |
| 3M | -15.8% | -29.9% | +14.1% | -7.2% |
| 6M | -17.0% | +19.1% | -36.2% | -24.0% |
| All | -17.0% | +12.1% | -29.1% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling