+523.6%
SMCI vs OUST
-53.0%
+576.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.5% | +8.1% | +1.5% |
| 7D | -6.6% | -3.8% | -2.8% | -5.9% |
| 30D | -24.9% | +5.1% | -30.0% | -26.1% |
| 3M | -31.4% | -25.8% | -5.6% | -27.3% |
| 6M | -16.0% | -2.0% | -14.0% | -18.8% |
| YTD | -8.2% | +54.7% | -62.9% | -20.8% |
| 1Y | -23.4% | +48.8% | -72.2% | -33.6% |
| 3Y | +5.0% | +607.8% | -602.8% | -37.6% |
| All | +523.6% | -53.0% | +576.6% | +402.5% |
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