+27.6%
SMTC vs OUST
-53.0%
+80.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.5% | +4.5% | -1.9% |
| 7D | +11.0% | -3.8% | +14.8% | +12.3% |
| 30D | -28.5% | +5.1% | -33.5% | -29.4% |
| 3M | -14.2% | -25.8% | +11.6% | -7.7% |
| 6M | -18.0% | -2.0% | -16.0% | -18.5% |
| YTD | +55.5% | +54.7% | +0.8% | +36.2% |
| 1Y | +69.5% | +48.8% | +20.7% | +49.7% |
| 3Y | +699.7% | +607.8% | +91.8% | +326.5% |
| All | +27.6% | -53.0% | +80.6% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling