-100.0%
SOXS vs OUST
-56.2%
-43.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.7% | -11.9% | -9.3% |
| 7D | -7.0% | +5.2% | -12.2% | -4.1% |
| 30D | +2.8% | -19.3% | +22.1% | -6.1% |
| 3M | -9.8% | -22.6% | +12.8% | +5.0% |
| 6M | -99.2% | +62.8% | -162.0% | -96.6% |
| YTD | -99.5% | +68.3% | -167.8% | -97.8% |
| 1Y | -99.8% | +28.5% | -128.3% | -99.0% |
| 3Y | -100.0% | +554.0% | -654.0% | -99.7% |
| All | -100.0% | -56.2% | -43.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling