+247.1%
SMH vs OUST
-46.2%
+293.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +0.5% | +14.0% | -13.4% | -1.6% |
| 30D | -14.2% | +2.5% | -16.8% | -15.0% |
| 3M | -11.5% | -15.3% | +3.8% | -9.9% |
| 6M | -12.0% | +42.6% | -54.6% | -19.4% |
| YTD | +40.8% | +76.6% | -35.8% | +23.1% |
| 1Y | +44.9% | +54.1% | -9.2% | +28.8% |
| 3Y | +226.7% | +675.3% | -448.5% | +98.9% |
| All | +247.1% | -46.2% | +293.2% | +244.8% |
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 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