+81.0%
FERG vs SOXQ
+279.9%
-199.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | 0.0% |
| 7D | -1.0% | +2.3% | -3.3% | -1.9% |
| 30D | -11.8% | -3.9% | -7.9% | -10.7% |
| 3M | -1.2% | -4.7% | +3.5% | -1.1% |
| 6M | -2.3% | +47.9% | -50.2% | -19.5% |
| YTD | +0.8% | +64.3% | -63.5% | -20.7% |
| 1Y | +0.5% | +95.7% | -95.2% | -26.9% |
| 3Y | +51.4% | +231.5% | -180.1% | -16.1% |
| 5Y | +67.5% | +255.0% | -187.5% | -14.5% |
| All | +81.0% | +279.9% | -199.0% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling