+538.5%
SMCI vs OUST
-49.1%
+587.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +14.0% | -7.8% | +3.1% |
| 7D | -12.7% | +17.0% | -29.7% | -16.1% |
| 30D | -36.0% | -16.5% | -19.5% | -33.6% |
| 3M | -2.1% | -23.7% | +21.6% | +3.1% |
| 6M | -17.0% | +18.4% | -35.4% | -23.7% |
| YTD | -1.7% | +60.8% | -62.5% | -15.8% |
| 1Y | -28.7% | +44.2% | -72.9% | -37.7% |
| 3Y | +13.9% | +668.1% | -654.2% | -33.2% |
| All | +538.5% | -49.1% | +587.6% | +394.6% |
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