+145.4%
SIMO vs OUST
-56.4%
+201.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -9.0% | -5.4% | -13.1% |
| 7D | -31.4% | -5.0% | -26.3% | -31.0% |
| 30D | -45.2% | -32.0% | -13.1% | -42.1% |
| 3M | -36.5% | -32.4% | -4.2% | -33.0% |
| 6M | -34.2% | +6.7% | -40.9% | -34.8% |
| YTD | +69.9% | +41.0% | +28.9% | +61.8% |
| 1Y | +60.4% | +18.0% | +42.4% | +55.2% |
| 3Y | +203.1% | +560.6% | -357.5% | +133.9% |
| 5Y | +145.4% | -55.1% | +200.6% | +145.9% |
| All | +145.4% | -56.4% | +201.8% | +145.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling