+197.2%
STT vs OUST
-68.5%
+265.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -9.0% | +4.3% | -4.0% |
| 7D | -4.9% | -5.0% | +0.1% | -4.6% |
| 30D | -6.0% | -32.0% | +26.1% | -3.4% |
| 3M | -11.7% | -32.4% | +20.7% | -9.4% |
| 6M | +11.7% | +6.7% | +5.0% | +7.9% |
| YTD | +30.4% | +41.0% | -10.6% | +22.3% |
| 1Y | +43.9% | +18.0% | +26.0% | +36.5% |
| 3Y | +165.4% | +560.6% | -395.2% | +103.3% |
| 5Y | +101.0% | -55.1% | +156.1% | +73.8% |
| All | +197.2% | -68.5% | +265.7% | +165.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling