-100.0%
SOXS vs FERG
+351.3%
-451.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -4.9% |
| 7D | -4.7% | -2.6% | -2.2% | -6.9% |
| 30D | +7.7% | -8.9% | +16.6% | -0.4% |
| 3M | -10.2% | -2.0% | -8.1% | -8.9% |
| 6M | -99.2% | -3.2% | -96.0% | -98.9% |
| YTD | -99.5% | +1.5% | -101.0% | -99.3% |
| 1Y | -99.8% | +0.5% | -100.2% | -99.6% |
| 3Y | -100.0% | +50.4% | -150.4% | -100.0% |
| 5Y | -100.0% | +68.7% | -168.7% | -100.0% |
| All | -100.0% | +351.3% | -451.3% | -100.0% |
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