+213.6%
SMH vs OUST
+626.4%
-412.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +14.0% | -10.4% | +1.3% |
| 7D | -11.2% | +17.0% | -28.2% | -13.7% |
| 30D | -25.8% | -16.5% | -9.3% | -24.0% |
| 3M | -18.8% | -23.7% | +4.8% | -16.1% |
| 6M | -15.6% | +18.4% | -34.0% | -19.9% |
| YTD | +28.8% | +60.8% | -32.0% | +16.1% |
| 1Y | +32.6% | +44.2% | -11.6% | +20.7% |
| 3Y | +213.6% | +668.1% | -454.5% | +120.5% |
| All | +213.6% | +626.4% | -412.8% | +120.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling