-100.0%
SOXS vs OUST
-64.1%
-35.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +14.0% | -26.7% | -5.5% |
| 7D | +36.2% | +17.0% | +19.2% | +51.6% |
| 30D | +131.5% | -16.5% | +148.0% | +128.5% |
| 3M | +60.5% | -23.7% | +84.2% | +59.9% |
| 6M | -25.9% | +18.4% | -44.3% | +22.0% |
| YTD | -88.3% | +60.8% | -149.1% | -75.5% |
| 1Y | -89.6% | +44.2% | -133.8% | -78.5% |
| 3Y | -99.6% | +668.1% | -767.7% | -97.0% |
| 5Y | -99.9% | -48.8% | -51.1% | -99.6% |
| All | -100.0% | -64.1% | -35.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling