+1,328.7%
SMCI vs OUST
-62.4%
+1,391.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.9% | +4.2% |
| 7D | +6.8% | +5.2% | +1.5% | +5.7% |
| 30D | +30.6% | -19.3% | +49.8% | +35.7% |
| 3M | -15.6% | -22.6% | +7.1% | -13.6% |
| 6M | +21.3% | +62.8% | -41.5% | +6.6% |
| YTD | +35.3% | +68.3% | -33.1% | +17.4% |
| 1Y | -2.7% | +28.5% | -31.3% | -13.1% |
| 3Y | +40.3% | +554.0% | -513.7% | -9.8% |
| 5Y | +941.8% | -56.2% | +998.1% | +676.2% |
| All | +1,328.7% | -62.4% | +1,391.2% | +1,012.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling