+116.1%
SMTC vs OUST
-60.6%
+176.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | 0.0% | +10.3% | +10.3% |
| 7D | +12.9% | +14.0% | -1.1% | +10.0% |
| 30D | -25.6% | +2.5% | -28.1% | -26.1% |
| 3M | -4.5% | -15.3% | +10.8% | -0.8% |
| 6M | -8.3% | +42.6% | -50.9% | -16.1% |
| YTD | +69.9% | +76.6% | -6.7% | +45.8% |
| 1Y | +73.9% | +54.1% | +19.9% | +53.2% |
| 3Y | +757.7% | +675.3% | +82.4% | +374.2% |
| 5Y | +38.7% | -45.1% | +83.8% | +6.4% |
| All | +116.1% | -60.6% | +176.7% | +70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling