-99.7%
SOXS vs OUST
+594.6%
-694.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -8.5% | +19.6% | +6.3% |
| 7D | -28.4% | -3.8% | -24.6% | -28.3% |
| 30D | +19.4% | +5.1% | +14.4% | +34.2% |
| 3M | +28.2% | -25.8% | +54.0% | +28.4% |
| 6M | -37.7% | -2.0% | -35.7% | -6.7% |
| YTD | -91.6% | +54.7% | -146.3% | -82.6% |
| 1Y | -93.1% | +48.8% | -141.9% | -85.4% |
| 3Y | -99.7% | +607.8% | -707.5% | -98.3% |
| All | -99.7% | +594.6% | -694.3% | -98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling