+164.3%
SOXX vs OUST
-45.2%
+209.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -5.4% | +31.9% | -37.3% | -10.3% |
| 30D | -21.4% | -4.2% | -17.2% | -21.1% |
| 3M | -16.9% | -9.3% | -7.6% | -16.1% |
| 6M | -15.4% | +51.7% | -67.0% | -23.2% |
| YTD | +46.3% | +76.6% | -30.3% | +27.7% |
| 1Y | +46.1% | +48.9% | -2.8% | +30.6% |
| 3Y | +171.2% | +675.3% | -504.0% | +62.1% |
| All | +164.3% | -45.2% | +209.5% | +159.6% |
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