+443.6%
STX vs OUST
-49.1%
+492.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +14.0% | -15.2% | -3.3% |
| 7D | -28.5% | +17.0% | -45.5% | -30.3% |
| 30D | -42.9% | -16.5% | -26.4% | -41.6% |
| 3M | -45.9% | -23.7% | -22.2% | -44.1% |
| 6M | -41.3% | +18.4% | -59.7% | -43.5% |
| YTD | +67.9% | +60.8% | +7.2% | +54.3% |
| 1Y | +66.5% | +44.2% | +22.3% | +54.7% |
| 3Y | +588.0% | +668.1% | -80.1% | +372.5% |
| All | +443.6% | -49.1% | +492.7% | +417.9% |
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 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