+332.4%
SOXX vs OUST
-65.5%
+397.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.5% | +4.9% | -2.2% |
| 7D | +9.4% | -3.8% | +13.1% | +10.1% |
| 30D | -13.8% | +5.1% | -18.8% | -14.7% |
| 3M | -18.6% | -25.8% | +7.2% | -15.1% |
| 6M | -15.1% | -2.0% | -13.1% | -16.7% |
| YTD | +49.0% | +54.7% | -5.7% | +34.1% |
| 1Y | +55.3% | +48.8% | +6.5% | +40.3% |
| 3Y | +179.0% | +607.8% | -428.9% | +76.4% |
| 5Y | +166.5% | -52.7% | +219.2% | +126.0% |
| All | +332.4% | -65.5% | +397.9% | +275.7% |
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