+357.4%
SOXL vs FERG
+0.8%
+356.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.3% | +7.6% | +6.4% |
| 7D | +5.3% | 0.0% | +5.4% | +5.6% |
| 30D | -11.2% | -10.2% | -1.0% | +3.1% |
| 3M | -55.4% | -0.6% | -54.8% | -54.8% |
| 6M | +107.1% | -6.5% | +113.7% | +132.5% |
| YTD | +179.0% | +4.2% | +174.9% | +179.2% |
| 1Y | +357.4% | -2.3% | +359.6% | +400.1% |
| All | +357.4% | +0.8% | +356.5% | +400.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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