+1,886.5%
STX vs OUST
-62.4%
+1,948.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.7% | +6.1% |
| 7D | +2.4% | +5.2% | -2.9% | +1.6% |
| 30D | +1.4% | -19.3% | +20.6% | +4.4% |
| 3M | -8.2% | -22.6% | +14.4% | -5.9% |
| 6M | +127.0% | +62.8% | +64.2% | +111.7% |
| YTD | +209.1% | +68.3% | +140.8% | +185.7% |
| 1Y | +365.4% | +28.5% | +336.9% | +336.9% |
| 3Y | +1,135.4% | +554.0% | +581.3% | +793.0% |
| 5Y | +991.5% | -56.2% | +1,047.7% | +857.2% |
| All | +1,886.5% | -62.4% | +1,948.9% | +1,634.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling