-99.8%
SOXS vs OUST
+34.0%
-133.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.9% | -7.8% | -2.5% |
| 7D | -15.6% | +12.7% | -28.3% | -6.4% |
| 30D | +4.8% | -13.6% | +18.4% | -3.7% |
| 3M | -21.6% | -8.3% | -13.3% | +3.0% |
| 6M | -99.3% | +85.0% | -184.3% | -95.7% |
| YTD | -99.5% | +73.2% | -172.8% | -96.8% |
| 1Y | -99.8% | +32.5% | -132.2% | -98.5% |
| All | -99.8% | +34.0% | -133.8% | -98.5% |
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