+46.8%
STT vs OUST
+41.3%
+5.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | +1.1% | +31.9% | -30.8% | -1.5% |
| 30D | -1.9% | -4.2% | +2.3% | -2.0% |
| 3M | -7.6% | -9.3% | +1.7% | -7.6% |
| 6M | +16.0% | +51.7% | -35.7% | +4.8% |
| YTD | +36.2% | +76.6% | -40.4% | +18.0% |
| 1Y | +46.8% | +48.9% | -2.1% | +30.0% |
| All | +46.8% | +41.3% | +5.5% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling