+401.6%
SOXX vs OUST
-62.4%
+464.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.2% |
| 7D | +2.2% | +5.2% | -3.0% | +1.3% |
| 30D | -2.0% | -19.3% | +17.2% | +1.2% |
| 3M | -13.7% | -22.6% | +8.9% | -11.5% |
| 6M | +52.4% | +62.8% | -10.4% | +37.6% |
| YTD | +72.8% | +68.3% | +4.5% | +54.2% |
| 1Y | +113.9% | +28.5% | +85.4% | +95.0% |
| 3Y | +210.7% | +554.0% | -343.3% | +98.2% |
| 5Y | +244.6% | -56.2% | +300.9% | +193.2% |
| All | +401.6% | -62.4% | +464.0% | +331.8% |
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