+932.1%
SMCI vs OUST
-60.2%
+992.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.8% | -11.4% | -2.7% |
| 7D | -6.0% | +36.7% | -42.7% | -12.3% |
| 30D | -31.7% | -3.3% | -28.3% | -31.5% |
| 3M | -8.1% | -11.1% | +3.0% | -6.6% |
| 6M | -19.1% | +53.1% | -72.2% | -28.5% |
| YTD | -2.3% | +78.2% | -80.5% | -16.6% |
| 1Y | -28.1% | +50.0% | -78.1% | -36.8% |
| 3Y | +8.0% | +836.2% | -828.2% | -34.0% |
| 5Y | +537.8% | -50.0% | +587.8% | +367.0% |
| All | +932.1% | -60.2% | +992.4% | +691.0% |
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