+559.6%
SU vs OUST
-60.6%
+620.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.5% |
| 7D | -10.2% | +31.9% | -42.1% | -11.1% |
| 30D | -6.2% | -4.2% | -2.0% | -6.2% |
| 3M | +8.7% | -9.3% | +18.0% | +8.7% |
| 6M | +7.2% | +51.7% | -44.4% | +3.8% |
| YTD | +55.9% | +76.6% | -20.7% | +49.1% |
| 1Y | +60.4% | +48.9% | +11.5% | +54.3% |
| 3Y | +125.2% | +675.3% | -550.1% | +90.5% |
| 5Y | +216.7% | -44.0% | +260.8% | +195.3% |
| All | +559.6% | -60.6% | +620.2% | +522.0% |
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