+978.2%
SMCI vs OUST
-56.2%
+1,034.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.9% | +4.2% |
| 7D | +6.8% | +5.2% | +1.5% | +5.6% |
| 30D | +30.6% | -19.3% | +49.8% | +36.3% |
| 3M | -15.6% | -22.6% | +7.1% | -13.5% |
| 6M | +21.3% | +62.8% | -41.5% | +4.9% |
| YTD | +35.3% | +68.3% | -33.1% | +15.3% |
| 1Y | -2.7% | +28.5% | -31.3% | -14.4% |
| 3Y | +40.3% | +554.0% | -513.7% | -15.8% |
| All | +978.2% | -56.2% | +1,034.3% | +775.4% |
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 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