-100.0%
SOXS vs FERG
+1,151.6%
-1,251.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -2.8% |
| 7D | -16.6% | +0.9% | -17.5% | -16.0% |
| 30D | -4.4% | -15.1% | +10.7% | -13.7% |
| 3M | -26.2% | -4.8% | -21.4% | -26.3% |
| 6M | -99.3% | -2.5% | -96.8% | -99.1% |
| YTD | -99.5% | +1.8% | -101.3% | -99.4% |
| 1Y | -99.8% | -0.3% | -99.5% | -99.7% |
| 3Y | -100.0% | +52.9% | -152.9% | -100.0% |
| 5Y | -100.0% | +69.3% | -169.3% | -100.0% |
| 10Y | -100.0% | +352.7% | -452.7% | -100.0% |
| All | -100.0% | +1,151.6% | -1,251.6% | -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 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