+101.0%
SMTC vs OUST
-60.2%
+161.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +10.8% | +2.0% | +10.3% |
| 7D | -4.8% | +36.7% | -41.5% | -11.8% |
| 30D | -37.8% | -3.3% | -34.5% | -37.4% |
| 3M | -16.5% | -11.1% | -5.3% | -14.2% |
| 6M | -4.4% | +53.1% | -57.5% | -13.7% |
| YTD | +58.0% | +78.2% | -20.2% | +35.3% |
| 1Y | +62.0% | +50.0% | +12.0% | +43.4% |
| 3Y | +745.7% | +836.2% | -90.5% | +350.8% |
| 5Y | +29.0% | -50.0% | +79.0% | -0.1% |
| All | +101.0% | -60.2% | +161.2% | +58.2% |
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