+72.2%
SMTC vs OUST
+11.1%
+61.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +15.7% | -28.7% | -18.8% |
| 7D | -24.5% | -0.2% | -24.3% | -25.2% |
| 30D | -42.5% | -24.0% | -18.5% | -36.8% |
| 3M | -14.1% | -29.9% | +15.8% | -3.1% |
| 6M | +3.6% | +19.1% | -15.5% | -3.0% |
| YTD | +50.6% | +55.0% | -4.4% | +23.2% |
| 1Y | +72.2% | +21.2% | +51.1% | +54.9% |
| All | +72.2% | +11.1% | +61.2% | +54.9% |
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