+249.4%
STT vs OUST
-62.4%
+311.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | +0.5% | +5.2% | -4.7% | +0.1% |
| 30D | +3.9% | -19.3% | +23.1% | +5.4% |
| 3M | +20.0% | -22.6% | +42.6% | +20.3% |
| 6M | +55.3% | +62.8% | -7.5% | +45.1% |
| YTD | +53.3% | +68.3% | -15.0% | +42.4% |
| 1Y | +74.7% | +28.5% | +46.2% | +64.1% |
| 3Y | +205.8% | +554.0% | -348.2% | +134.8% |
| 5Y | +145.0% | -56.2% | +201.2% | +111.3% |
| All | +249.4% | -62.4% | +311.8% | +208.8% |
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 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