+324.3%
SIMO vs OUST
-68.5%
+392.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -9.0% | -5.4% | -13.2% |
| 7D | -31.4% | -5.0% | -26.3% | -31.0% |
| 30D | -45.2% | -32.0% | -13.1% | -42.3% |
| 3M | -36.5% | -32.4% | -4.2% | -33.2% |
| 6M | -34.2% | +6.7% | -40.9% | -34.8% |
| YTD | +69.9% | +41.0% | +28.9% | +62.0% |
| 1Y | +60.4% | +18.0% | +42.4% | +55.3% |
| 3Y | +203.1% | +560.6% | -357.5% | +135.4% |
| 5Y | +145.4% | -55.1% | +200.6% | +126.2% |
| All | +324.3% | -68.5% | +392.8% | +290.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling