+415.5%
SIMO vs OUST
+554.0%
-138.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.7% | +7.0% | +8.4% |
| 7D | +4.2% | +5.2% | -1.0% | +3.4% |
| 30D | +4.1% | -19.3% | +23.3% | +7.8% |
| 3M | -12.9% | -22.6% | +9.8% | -10.4% |
| 6M | +110.3% | +62.8% | +47.6% | +95.9% |
| YTD | +178.6% | +68.3% | +110.2% | +156.4% |
| 1Y | +220.0% | +28.5% | +191.4% | +200.7% |
| All | +415.5% | +554.0% | -138.6% | +287.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling