+113.9%
SOXX vs FERG
+0.8%
+113.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.2% | +2.3% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | -2.0% | -10.2% | +8.1% | +3.1% |
| 3M | -13.7% | -0.6% | -13.1% | -13.9% |
| 6M | +52.4% | -6.5% | +58.9% | +55.5% |
| YTD | +72.8% | +4.2% | +68.6% | +69.2% |
| 1Y | +113.9% | -2.3% | +116.2% | +114.5% |
| All | +113.9% | +0.8% | +113.1% | +114.5% |
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 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