+95.9%
SMTC vs OUST
-60.6%
+156.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | -10.9% | +31.9% | -42.8% | -16.7% |
| 30D | -39.4% | -4.2% | -35.2% | -38.8% |
| 3M | -13.5% | -9.3% | -4.3% | -11.6% |
| 6M | -6.8% | +51.7% | -58.5% | -15.8% |
| YTD | +54.0% | +76.6% | -22.6% | +32.1% |
| 1Y | +50.8% | +48.9% | +1.9% | +33.7% |
| 3Y | +677.3% | +675.3% | +2.1% | +329.7% |
| 5Y | +28.7% | -44.0% | +72.8% | -1.5% |
| All | +95.9% | -60.6% | +156.5% | +54.5% |
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