+1,348.4%
FERG vs SAN
+117.2%
+1,231.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.4% |
| 7D | 0.0% | +1.8% | -1.8% | -0.2% |
| 30D | -10.2% | +2.0% | -12.2% | -10.3% |
| 3M | -0.6% | +19.7% | -20.3% | -2.1% |
| 6M | -6.5% | +30.6% | -37.2% | -8.7% |
| YTD | +4.2% | +28.8% | -24.7% | +1.8% |
| 1Y | -2.3% | +57.8% | -60.0% | -6.0% |
| 3Y | +48.5% | +338.1% | -289.6% | +32.7% |
| 5Y | +72.0% | +384.2% | -312.2% | +51.3% |
| 10Y | +369.9% | +353.1% | +16.7% | +318.3% |
| All | +1,348.4% | +117.2% | +1,231.3% | +1,247.0% |
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