-2.3%
FERG vs SOXQ
+111.3%
-113.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.4% | -1.0% | +1.5% |
| 7D | 0.0% | +2.3% | -2.4% | -0.6% |
| 30D | -10.2% | -2.3% | -7.9% | -9.8% |
| 3M | -0.6% | -13.8% | +13.2% | +2.4% |
| 6M | -6.5% | +48.6% | -55.1% | -23.3% |
| YTD | +4.2% | +66.0% | -61.8% | -18.3% |
| 1Y | -2.3% | +107.9% | -110.1% | -34.0% |
| All | -2.3% | +111.3% | -113.6% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 1y: compounded portfolio wealth divided by compounded SOXQ 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…
1y analysis · Full analysis span regression · 6 months rolling