+226.8%
SOXX vs FERG
+51.9%
+174.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.5% |
| 7D | +1.4% | -2.6% | +4.0% | +2.8% |
| 30D | -3.6% | -8.9% | +5.3% | +1.4% |
| 3M | -10.2% | -2.0% | -8.1% | -9.5% |
| 6M | +54.2% | -3.2% | +57.4% | +55.9% |
| YTD | +75.2% | +1.5% | +73.7% | +72.3% |
| 1Y | +107.5% | +0.5% | +107.0% | +104.0% |
| 3Y | +226.8% | +50.4% | +176.4% | +153.8% |
| All | +226.8% | +51.9% | +174.9% | +153.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling