+979.1%
STX vs OUST
-64.1%
+1,043.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +14.0% | -15.2% | -3.1% |
| 7D | -28.5% | +17.0% | -45.5% | -30.2% |
| 30D | -42.9% | -16.5% | -26.4% | -41.7% |
| 3M | -45.9% | -23.7% | -22.2% | -44.2% |
| 6M | -41.3% | +18.4% | -59.7% | -43.4% |
| YTD | +67.9% | +60.8% | +7.2% | +55.1% |
| 1Y | +66.5% | +44.2% | +22.3% | +55.4% |
| 3Y | +588.0% | +668.1% | -80.1% | +386.9% |
| 5Y | +449.1% | -48.8% | +497.9% | +375.9% |
| All | +979.1% | -64.1% | +1,043.3% | +841.9% |
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