+341.9%
SIMO vs OUST
-64.1%
+406.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +14.0% | -9.9% | +2.2% |
| 7D | -22.0% | +17.0% | -39.0% | -23.8% |
| 30D | -43.0% | -16.5% | -26.5% | -41.7% |
| 3M | -39.1% | -23.7% | -15.5% | -37.1% |
| 6M | -33.3% | +18.4% | -51.7% | -34.9% |
| YTD | +77.0% | +60.8% | +16.2% | +65.7% |
| 1Y | +73.0% | +44.2% | +28.8% | +63.4% |
| 3Y | +215.7% | +668.1% | -452.4% | +140.3% |
| 5Y | +155.6% | -48.8% | +204.5% | +131.3% |
| All | +341.9% | -64.1% | +406.1% | +298.8% |
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