+1,526.4%
FERG vs SAN
+79.8%
+1,446.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.6% |
| 7D | +9.7% | +4.0% | +5.7% | +9.4% |
| 30D | +15.0% | -7.8% | +22.9% | +15.8% |
| 3M | +3.8% | -16.4% | +20.1% | +5.3% |
| 6M | +10.6% | +3.5% | +7.1% | +10.2% |
| YTD | +17.0% | +6.7% | +10.3% | +16.1% |
| 1Y | +7.1% | +14.5% | -7.4% | +5.7% |
| 3Y | +67.7% | +243.5% | -175.8% | +52.8% |
| 5Y | +76.4% | +296.2% | -219.8% | +57.7% |
| 10Y | +424.2% | +268.5% | +155.7% | +374.2% |
| All | +1,526.4% | +79.8% | +1,446.5% | +1,436.6% |
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