-91.6%
SOXS vs FERG
+3.8%
-95.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.7% | +6.1% | +12.7% |
| 7D | +46.7% | +7.7% | +38.9% | +62.6% |
| 30D | +97.0% | +11.5% | +85.5% | +129.6% |
| 3M | +39.5% | -2.4% | +41.9% | +31.1% |
| 6M | -54.9% | -4.0% | -51.0% | -56.7% |
| YTD | -90.4% | +13.4% | -103.7% | -86.5% |
| 1Y | -91.6% | +3.1% | -94.7% | -89.2% |
| All | -91.6% | +3.8% | -95.4% | -89.2% |
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