+75.3%
FERG vs SAN
+294.7%
-219.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -2.7% |
| 7D | +8.2% | +1.0% | +7.2% | +7.9% |
| 30D | +14.4% | -9.4% | +23.7% | +18.1% |
| 3M | +4.3% | -17.1% | +21.5% | +10.9% |
| 6M | +7.9% | +2.2% | +5.7% | +6.4% |
| YTD | +16.3% | +6.0% | +10.3% | +12.2% |
| 1Y | +2.2% | +12.7% | -10.5% | -3.4% |
| 3Y | +67.3% | +242.1% | -174.9% | +1.8% |
| 5Y | +75.3% | +293.6% | -218.3% | -4.7% |
| All | +75.3% | +294.7% | -219.4% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling