-83.4%
SPXS vs OUST
-48.5%
-35.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.3% | +0.1% |
| 7D | -9.5% | +19.9% | -29.4% | -5.4% |
| 30D | +7.4% | +3.6% | +3.8% | +10.3% |
| 3M | +6.1% | -20.6% | +26.8% | +4.2% |
| 6M | -7.3% | +35.1% | -42.3% | +8.8% |
| YTD | -26.7% | +69.1% | -95.9% | -6.1% |
| 1Y | -26.2% | +49.9% | -76.1% | -6.8% |
| 3Y | -80.3% | +642.4% | -722.7% | -54.0% |
| 5Y | -83.4% | -48.3% | -35.1% | -77.5% |
| All | -83.4% | -48.5% | -35.0% | -77.5% |
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