-79.2%
SPXS vs OUST
+626.4%
-705.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.0% | -14.8% | +1.9% |
| 7D | +7.5% | +17.0% | -9.5% | +11.6% |
| 30D | +17.5% | -16.5% | +34.0% | +15.4% |
| 3M | +14.7% | -23.7% | +38.3% | +11.9% |
| 6M | -0.1% | +18.4% | -18.5% | +12.3% |
| YTD | -19.7% | +60.8% | -80.5% | -1.3% |
| 1Y | -23.6% | +44.2% | -67.8% | -6.9% |
| 3Y | -79.2% | +668.1% | -747.3% | -59.6% |
| All | -79.2% | +626.4% | -705.6% | -59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling