+32.3%
SYY vs OUST
-64.1%
+96.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +14.0% | -11.9% | +1.8% |
| 7D | -7.3% | +17.0% | -24.3% | -7.6% |
| 30D | +0.1% | -16.5% | +16.6% | +0.4% |
| 3M | -8.2% | -23.7% | +15.4% | -7.9% |
| 6M | +6.3% | +18.4% | -12.1% | +4.5% |
| YTD | +7.3% | +60.8% | -53.5% | +4.4% |
| 1Y | +8.5% | +44.2% | -35.7% | +5.7% |
| 3Y | +24.9% | +668.1% | -643.2% | +11.2% |
| 5Y | +8.0% | -48.8% | +56.9% | +4.3% |
| All | +32.3% | -64.1% | +96.4% | +25.7% |
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