+530.5%
SMH vs OUST
-62.4%
+593.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.4% |
| 7D | +2.5% | +5.2% | -2.7% | +1.7% |
| 30D | -0.5% | -19.3% | +18.8% | +2.6% |
| 3M | -9.6% | -22.6% | +13.0% | -7.8% |
| 6M | +42.1% | +62.8% | -20.7% | +28.4% |
| YTD | +57.4% | +68.3% | -10.9% | +40.6% |
| 1Y | +96.2% | +28.5% | +67.7% | +78.8% |
| 3Y | +267.9% | +554.0% | -286.1% | +138.0% |
| 5Y | +327.7% | -56.2% | +383.9% | +267.7% |
| All | +530.5% | -62.4% | +593.0% | +447.3% |
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