-71.3%
OUST vs SOXQ
+283.8%
-355.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.7% | -2.2% |
| 7D | +5.2% | +2.3% | +2.9% | +2.4% |
| 30D | -19.3% | -2.3% | -17.0% | -16.9% |
| 3M | -22.6% | -13.8% | -8.9% | -4.3% |
| 6M | +62.8% | +48.6% | +14.2% | +12.4% |
| YTD | +68.3% | +66.0% | +2.4% | +3.1% |
| 1Y | +28.5% | +107.9% | -79.3% | -37.4% |
| 3Y | +554.0% | +224.1% | +329.9% | +86.3% |
| 5Y | -56.2% | +256.6% | -312.8% | -88.5% |
| All | -71.3% | +283.8% | -355.1% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 all: compounded portfolio wealth divided by compounded SOXQ 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…
all analysis · Full analysis span regression · 6 months rolling