+67.5%
FERG vs SPXS
-85.4%
+152.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -0.4% |
| 7D | -1.0% | +6.4% | -7.4% | +1.1% |
| 30D | -11.8% | +6.0% | -17.8% | -9.9% |
| 3M | -1.2% | -11.6% | +10.4% | -4.4% |
| 6M | -2.3% | -28.7% | +26.4% | -11.1% |
| YTD | +0.8% | -26.3% | +27.1% | -6.7% |
| 1Y | +0.5% | -34.9% | +35.4% | -9.8% |
| 3Y | +51.4% | -79.5% | +130.8% | +2.9% |
| 5Y | +67.5% | -85.9% | +153.4% | +15.2% |
| All | +67.5% | -85.4% | +152.9% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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