-25.9%
SOXS vs OUST
+31.3%
-57.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +14.0% | -26.7% | +0.3% |
| 7D | +36.2% | +17.0% | +19.2% | +63.2% |
| 30D | +131.5% | -16.5% | +148.0% | +122.3% |
| 3M | +60.5% | -23.7% | +84.2% | +54.9% |
| 6M | -25.9% | +18.4% | -44.3% | +29.3% |
| All | -25.9% | +31.3% | -57.2% | +29.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling