+100.5%
SIMO vs OUST
+11.1%
+89.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +15.7% | -25.3% | -14.3% |
| 7D | -16.9% | -0.2% | -16.7% | -17.3% |
| 30D | -35.4% | -24.0% | -11.4% | -30.4% |
| 3M | -31.9% | -29.9% | -2.0% | -25.3% |
| 6M | -19.3% | +19.1% | -38.5% | -20.6% |
| YTD | +98.5% | +55.0% | +43.5% | +82.1% |
| 1Y | +100.5% | +21.2% | +79.3% | +94.5% |
| All | +100.5% | +11.1% | +89.5% | +94.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling