-100.0%
SOXS vs OUST
-61.4%
-38.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.9% | -7.8% | -3.4% |
| 7D | -15.6% | +12.7% | -28.3% | -10.0% |
| 30D | +4.8% | -13.6% | +18.4% | -0.2% |
| 3M | -21.6% | -8.3% | -13.3% | -3.9% |
| 6M | -99.3% | +85.0% | -184.3% | -97.2% |
| YTD | -99.5% | +73.2% | -172.8% | -98.0% |
| 1Y | -99.8% | +32.5% | -132.2% | -99.1% |
| 3Y | -100.0% | +643.8% | -743.8% | -99.7% |
| 5Y | -100.0% | -52.1% | -47.9% | -100.0% |
| All | -100.0% | -61.4% | -38.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling