+1,516.3%
FERG vs SAN
+78.6%
+1,437.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -3.4% |
| 7D | +8.2% | +1.0% | +7.2% | +8.1% |
| 30D | +14.4% | -9.4% | +23.7% | +15.3% |
| 3M | +4.3% | -17.1% | +21.5% | +6.0% |
| 6M | +7.9% | +2.2% | +5.7% | +7.6% |
| YTD | +16.3% | +6.0% | +10.3% | +15.5% |
| 1Y | +2.2% | +12.7% | -10.5% | +1.1% |
| 3Y | +67.3% | +242.1% | -174.9% | +52.4% |
| 5Y | +75.3% | +293.6% | -218.3% | +56.8% |
| 10Y | +421.0% | +266.1% | +154.9% | +371.6% |
| All | +1,516.3% | +78.6% | +1,437.7% | +1,428.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling