+90.8%
SMTC vs OUST
-56.2%
+147.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.7% | +7.5% | +8.8% |
| 7D | +12.7% | +5.2% | +7.5% | +11.4% |
| 30D | +22.0% | -19.3% | +41.2% | +28.5% |
| 3M | -12.7% | -22.6% | +10.0% | -8.3% |
| 6M | +64.8% | +62.8% | +2.0% | +44.5% |
| YTD | +100.7% | +68.3% | +32.3% | +72.4% |
| 1Y | +146.9% | +28.5% | +118.3% | +118.7% |
| 3Y | +456.8% | +554.0% | -97.2% | +200.6% |
| All | +90.8% | -56.2% | +147.0% | +66.3% |
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