+1,315.5%
FERG vs SPXS
-100.0%
+1,415.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.2% |
| 7D | +0.9% | +1.2% | -0.3% | +1.1% |
| 30D | -15.1% | +5.2% | -20.2% | -14.5% |
| 3M | -4.8% | -9.2% | +4.3% | -5.6% |
| 6M | -2.5% | -29.6% | +27.1% | -5.8% |
| YTD | +1.8% | -27.6% | +29.4% | -1.1% |
| 1Y | -0.3% | -36.7% | +36.4% | -4.4% |
| 3Y | +52.9% | -79.8% | +132.8% | +35.0% |
| 5Y | +69.3% | -85.9% | +155.2% | +49.6% |
| 10Y | +352.7% | -99.5% | +452.2% | +273.4% |
| All | +1,315.5% | -100.0% | +1,415.5% | +1,068.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling