+3,670.0%
SOXX vs FERG
+1,311.2%
+2,358.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +1.4% | -2.6% | +4.0% | +1.9% |
| 30D | -3.6% | -8.9% | +5.3% | -1.7% |
| 3M | -10.2% | -2.0% | -8.1% | -9.8% |
| 6M | +54.2% | -3.2% | +57.4% | +55.2% |
| YTD | +75.2% | +1.5% | +73.7% | +74.8% |
| 1Y | +107.5% | +0.5% | +107.0% | +107.2% |
| 3Y | +226.8% | +50.4% | +176.4% | +205.1% |
| 5Y | +251.2% | +68.7% | +182.5% | +220.2% |
| 10Y | +1,567.6% | +351.3% | +1,216.3% | +1,369.5% |
| All | +3,670.0% | +1,311.2% | +2,358.8% | +3,136.1% |
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