+55.0%
FERG vs SAP
+56.7%
-1.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | +3.4% | -0.3% | +3.6% | +3.4% |
| 30D | -11.5% | +2.6% | -14.1% | -12.0% |
| 3M | +1.3% | +16.3% | -15.0% | -1.6% |
| 6M | -1.0% | +6.4% | -7.4% | -1.8% |
| YTD | +3.2% | -11.4% | +14.6% | +6.8% |
| 1Y | -3.0% | -20.4% | +17.4% | +3.8% |
| 3Y | +55.0% | +56.5% | -1.5% | +42.5% |
| All | +55.0% | +56.7% | -1.7% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling