-94.1%
SPXS vs OUST
-60.6%
-33.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +0.9% |
| 7D | +0.4% | +31.9% | -31.5% | +7.2% |
| 30D | +10.8% | -4.2% | +15.0% | +12.0% |
| 3M | +9.6% | -9.3% | +18.9% | +10.8% |
| 6M | -4.7% | +51.7% | -56.4% | +13.1% |
| YTD | -24.6% | +76.6% | -101.2% | -4.3% |
| 1Y | -24.6% | +48.9% | -73.4% | -6.5% |
| 3Y | -79.8% | +675.3% | -755.0% | -56.2% |
| 5Y | -83.3% | -44.0% | -39.3% | -71.8% |
| All | -94.1% | -60.6% | -33.5% | -90.2% |
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