+352.7%
FERG vs SAP
+175.9%
+176.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -1.1% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | -15.1% | +0.3% | -15.3% | -15.2% |
| 3M | -4.8% | +16.9% | -21.7% | -8.2% |
| 6M | -2.5% | +6.3% | -8.8% | -4.4% |
| YTD | +1.8% | -12.4% | +14.2% | +3.7% |
| 1Y | -0.3% | -21.6% | +21.3% | +4.2% |
| 3Y | +52.9% | +54.8% | -1.9% | +36.2% |
| 5Y | +69.3% | +56.2% | +13.1% | +42.8% |
| 10Y | +352.7% | +179.0% | +173.6% | +281.0% |
| All | +352.7% | +175.9% | +176.8% | +281.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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