-91.6%
SOXS vs OUST
+11.1%
-102.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +15.7% | -7.0% | +21.8% |
| 7D | +46.7% | -0.2% | +46.9% | +48.1% |
| 30D | +97.0% | -24.0% | +120.9% | +69.4% |
| 3M | +39.5% | -29.9% | +69.4% | +21.8% |
| 6M | -54.9% | +19.1% | -74.1% | -16.0% |
| YTD | -90.4% | +55.0% | -145.4% | -74.2% |
| 1Y | -91.6% | +21.2% | -112.8% | -80.7% |
| All | -91.6% | +11.1% | -102.7% | -80.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling