+123.8%
STX vs OUST
+11.1%
+112.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +15.7% | -23.9% | -12.6% |
| 7D | -20.2% | -0.2% | -20.0% | -20.5% |
| 30D | -37.2% | -24.0% | -13.2% | -32.7% |
| 3M | -34.1% | -29.9% | -4.2% | -28.2% |
| 6M | -24.5% | +19.1% | -43.6% | -28.9% |
| YTD | +102.9% | +55.0% | +47.9% | +73.0% |
| 1Y | +123.8% | +21.2% | +102.6% | +101.6% |
| All | +123.8% | +11.1% | +112.7% | +101.6% |
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