-94.5%
SPXS vs OUST
-62.4%
-32.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.6% |
| 7D | -0.1% | +5.2% | -5.3% | +1.0% |
| 30D | +0.8% | -19.3% | +20.1% | -2.9% |
| 3M | -4.7% | -22.6% | +17.9% | -4.6% |
| 6M | -29.6% | +62.8% | -92.4% | -15.5% |
| YTD | -29.8% | +68.3% | -98.2% | -13.9% |
| 1Y | -38.9% | +28.5% | -67.5% | -26.5% |
| 3Y | -79.6% | +554.0% | -633.7% | -57.7% |
| 5Y | -85.9% | -56.2% | -29.7% | -77.3% |
| All | -94.5% | -62.4% | -32.1% | -91.2% |
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 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