+348.1%
FERG vs SAN
+347.0%
+1.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -1.0% | -2.8% | +1.8% | -0.6% |
| 30D | -11.8% | -0.5% | -11.3% | -11.8% |
| 3M | -1.2% | +22.7% | -24.0% | -4.4% |
| 6M | -2.3% | +28.8% | -31.1% | -6.1% |
| YTD | +0.8% | +26.3% | -25.5% | -3.1% |
| 1Y | +0.5% | +48.8% | -48.4% | -5.7% |
| 3Y | +51.4% | +347.2% | -295.8% | +22.0% |
| 5Y | +67.5% | +383.8% | -316.3% | +31.2% |
| All | +348.1% | +347.0% | +1.1% | +262.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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