+34.9%
SYY vs OUST
-60.2%
+95.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.8% | -8.9% | +1.7% |
| 7D | -4.1% | +36.7% | -40.8% | -4.8% |
| 30D | +0.3% | -3.3% | +3.6% | +0.3% |
| 3M | -6.3% | -11.1% | +4.8% | -6.3% |
| 6M | +9.7% | +53.1% | -43.4% | +7.2% |
| YTD | +9.4% | +78.2% | -68.8% | +6.2% |
| 1Y | +7.3% | +50.0% | -42.7% | +4.4% |
| 3Y | +27.6% | +836.2% | -808.5% | +12.9% |
| 5Y | +12.5% | -50.0% | +62.5% | +8.8% |
| All | +34.9% | -60.2% | +95.1% | +27.9% |
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 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