+4,921.3%
SOXL vs FERG
+351.3%
+4,570.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +4.6% |
| 7D | +3.9% | -2.6% | +6.4% | +6.4% |
| 30D | -14.3% | -8.9% | -5.4% | -6.3% |
| 3M | -45.6% | -2.0% | -43.6% | -43.9% |
| 6M | +117.2% | -3.2% | +120.4% | +131.7% |
| YTD | +189.8% | +1.5% | +188.3% | +199.8% |
| 1Y | +317.7% | +0.5% | +317.3% | +340.8% |
| 3Y | +478.6% | +50.4% | +428.2% | +391.7% |
| 5Y | +169.5% | +68.7% | +100.8% | +123.4% |
| All | +4,921.3% | +351.3% | +4,570.0% | +3,957.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling