-21.6%
SMCI vs OUST
+50.6%
-72.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | 0.0% | +9.5% | +9.5% |
| 7D | +2.8% | +14.0% | -11.1% | -1.9% |
| 30D | -23.9% | +2.5% | -26.4% | -25.2% |
| 3M | -3.7% | -15.3% | +11.6% | -0.2% |
| 6M | -9.2% | +42.6% | -51.8% | -27.0% |
| YTD | +4.0% | +76.6% | -72.7% | -29.4% |
| 1Y | -21.6% | +54.1% | -75.7% | -43.8% |
| All | -21.6% | +50.6% | -72.2% | -43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling