+14.0%
SMTC vs OUST
-49.1%
+63.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +14.0% | -1.3% | +9.3% |
| 7D | -19.0% | +17.0% | -36.0% | -22.4% |
| 30D | -46.7% | -16.5% | -30.2% | -44.4% |
| 3M | -23.4% | -23.7% | +0.2% | -18.4% |
| 6M | -13.4% | +18.4% | -31.8% | -18.3% |
| YTD | +40.1% | +60.8% | -20.7% | +21.4% |
| 1Y | +47.7% | +44.2% | +3.5% | +30.9% |
| 3Y | +606.9% | +668.1% | -61.2% | +269.9% |
| All | +14.0% | -49.1% | +63.1% | -0.4% |
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