+19,165.6%
SOXL vs FERG
+1,139.0%
+18,026.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.0% | -7.0% | -7.4% |
| 7D | +8.5% | -1.0% | +9.5% | +9.3% |
| 30D | -13.0% | -11.8% | -1.1% | -5.4% |
| 3M | -35.9% | -1.2% | -34.7% | -34.6% |
| 6M | +112.1% | -2.3% | +114.4% | +121.8% |
| YTD | +175.4% | +0.8% | +174.6% | +185.1% |
| 1Y | +304.9% | +0.5% | +304.4% | +324.4% |
| 3Y | +448.6% | +51.4% | +397.2% | +401.0% |
| 5Y | +156.1% | +67.5% | +88.6% | +133.8% |
| 10Y | +4,957.3% | +348.1% | +4,609.2% | +3,935.1% |
| All | +19,165.6% | +1,139.0% | +18,026.6% | +14,638.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling