+556.6%
SU vs OUST
-60.2%
+616.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.8% | -12.7% | -2.2% |
| 7D | -10.6% | +36.7% | -47.3% | -11.5% |
| 30D | -6.6% | -3.3% | -3.3% | -6.7% |
| 3M | +12.9% | -11.1% | +24.1% | +13.0% |
| 6M | +6.7% | +53.1% | -46.3% | +3.3% |
| YTD | +55.2% | +78.2% | -23.0% | +48.3% |
| 1Y | +61.5% | +50.0% | +11.5% | +55.3% |
| 3Y | +128.7% | +836.2% | -707.5% | +91.5% |
| 5Y | +210.8% | -50.0% | +260.8% | +191.7% |
| All | +556.6% | -60.2% | +616.9% | +519.0% |
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