+1,084.8%
STX vs OUST
-60.2%
+1,145.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +10.8% | -1.1% | +8.3% |
| 7D | -14.8% | +36.7% | -51.4% | -18.6% |
| 30D | -35.4% | -3.3% | -32.0% | -35.3% |
| 3M | -37.7% | -11.1% | -26.5% | -37.1% |
| 6M | -35.2% | +53.1% | -88.3% | -39.3% |
| YTD | +84.4% | +78.2% | +6.2% | +68.0% |
| 1Y | +82.3% | +50.0% | +32.2% | +68.8% |
| 3Y | +646.2% | +836.2% | -189.9% | +415.2% |
| 5Y | +487.4% | -50.0% | +537.4% | +406.5% |
| All | +1,084.8% | -60.2% | +1,145.1% | +919.8% |
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