+395.6%
SIMO vs OUST
-65.4%
+461.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +15.7% | -25.3% | -11.7% |
| 7D | -16.9% | -0.2% | -16.7% | -17.1% |
| 30D | -35.4% | -24.0% | -11.4% | -33.1% |
| 3M | -31.9% | -29.9% | -2.0% | -28.8% |
| 6M | -19.3% | +19.1% | -38.5% | -21.3% |
| YTD | +98.5% | +55.0% | +43.5% | +86.6% |
| 1Y | +100.5% | +21.2% | +79.3% | +92.5% |
| 3Y | +254.1% | +626.0% | -371.9% | +171.1% |
| 5Y | +187.4% | -51.6% | +239.0% | +161.5% |
| All | +395.6% | -65.4% | +461.1% | +349.2% |
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