+399.2%
SOXX vs OUST
-63.7%
+462.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | 0.0% | -2.3% |
| 7D | +3.0% | -1.7% | +4.7% | +3.3% |
| 30D | -3.1% | -21.9% | +18.8% | +0.7% |
| 3M | -4.4% | -8.2% | +3.8% | -4.5% |
| 6M | +52.9% | +57.5% | -4.6% | +38.9% |
| YTD | +72.0% | +62.8% | +9.2% | +54.3% |
| 1Y | +105.1% | +24.5% | +80.6% | +88.0% |
| 3Y | +220.6% | +599.0% | -378.4% | +102.5% |
| 5Y | +244.8% | -54.9% | +299.7% | +193.3% |
| All | +399.2% | -63.7% | +462.9% | +332.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling