+455.7%
STX vs OUST
-56.4%
+512.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -9.0% | -7.2% | -14.9% |
| 7D | -33.4% | -5.0% | -28.4% | -32.9% |
| 30D | -42.1% | -32.0% | -10.0% | -38.9% |
| 3M | -44.3% | -32.4% | -11.9% | -41.3% |
| 6M | -39.4% | +6.7% | -46.1% | -40.6% |
| YTD | +70.0% | +41.0% | +28.9% | +59.5% |
| 1Y | +70.2% | +18.0% | +52.2% | +62.6% |
| 3Y | +585.2% | +560.6% | +24.6% | +381.8% |
| 5Y | +455.7% | -55.1% | +510.8% | +434.4% |
| All | +455.7% | -56.4% | +512.1% | +434.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling