+0.5%
FERG vs SAP
-19.0%
+19.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -2.6% | -4.1% | +1.5% | -2.4% |
| 30D | -8.9% | +1.1% | -10.0% | -8.9% |
| 3M | -2.0% | +26.1% | -28.1% | -2.6% |
| 6M | -3.2% | +9.8% | -13.0% | -3.0% |
| YTD | +1.5% | -13.6% | +15.1% | +3.3% |
| 1Y | +0.5% | -18.7% | +19.2% | +4.4% |
| All | +0.5% | -19.0% | +19.5% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling