+43.4%
SMH vs OUST
+11.1%
+32.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +15.7% | -18.5% | -6.4% |
| 7D | -11.2% | -0.2% | -11.0% | -11.4% |
| 30D | -20.4% | -24.0% | +3.5% | -15.8% |
| 3M | -12.4% | -29.9% | +17.5% | -6.3% |
| 6M | -0.5% | +19.1% | -19.6% | -7.7% |
| YTD | +40.0% | +55.0% | -15.0% | +18.5% |
| 1Y | +43.4% | +21.2% | +22.2% | +28.1% |
| All | +43.4% | +11.1% | +32.3% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling