+197.8%
STT vs OUST
-64.1%
+261.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +14.0% | -13.8% | -0.9% |
| 7D | -2.5% | +17.0% | -19.5% | -3.8% |
| 30D | -5.0% | -16.5% | +11.5% | -3.9% |
| 3M | -10.5% | -23.7% | +13.2% | -9.2% |
| 6M | +10.0% | +18.4% | -8.4% | +5.3% |
| YTD | +30.7% | +60.8% | -30.1% | +21.1% |
| 1Y | +43.8% | +44.2% | -0.4% | +34.1% |
| 3Y | +168.1% | +668.1% | -500.0% | +102.7% |
| 5Y | +101.4% | -48.8% | +150.2% | +72.2% |
| All | +197.8% | -64.1% | +261.9% | +162.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling