-7.3%
SPXS vs OUST
+38.1%
-45.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.3% | +0.2% |
| 7D | -9.5% | +19.9% | -29.4% | -5.6% |
| 30D | +7.4% | +3.6% | +3.8% | +10.3% |
| 3M | +6.1% | -20.6% | +26.8% | +5.3% |
| 6M | -7.3% | +35.1% | -42.3% | +7.1% |
| All | -7.3% | +38.1% | -45.4% | +7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling