+60.4%
SIMO vs OUST
-1.5%
+62.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -9.0% | -5.4% | -11.6% |
| 7D | -31.4% | -5.0% | -26.3% | -30.4% |
| 30D | -45.2% | -32.0% | -13.1% | -38.6% |
| 3M | -36.5% | -32.4% | -4.2% | -29.1% |
| 6M | -34.2% | +6.7% | -40.9% | -33.4% |
| YTD | +69.9% | +41.0% | +28.9% | +58.2% |
| 1Y | +60.4% | +18.0% | +42.4% | +56.7% |
| All | +60.4% | -1.5% | +62.0% | +56.7% |
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 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