+1,352.9%
SMCI vs OUST
-61.4%
+1,414.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.1% |
| 7D | +9.7% | +12.7% | -3.0% | +7.1% |
| 30D | +29.3% | -13.6% | +42.9% | +32.8% |
| 3M | -8.5% | -8.3% | -0.2% | -9.4% |
| 6M | +28.6% | +85.0% | -56.4% | +10.4% |
| YTD | +37.5% | +73.2% | -35.7% | +18.7% |
| 1Y | +0.5% | +32.5% | -31.9% | -10.7% |
| 3Y | +43.4% | +643.8% | -600.4% | -9.4% |
| 5Y | +1,008.2% | -52.1% | +1,060.3% | +719.2% |
| All | +1,352.9% | -61.4% | +1,414.3% | +1,025.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling