+86.2%
FERG vs SAP
+74.8%
+11.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +6.4% | -2.5% | +8.9% | +7.3% |
| 30D | +19.9% | +7.5% | +12.5% | +17.0% |
| 3M | +5.6% | +11.6% | -6.1% | +1.5% |
| 6M | +9.2% | +37.6% | -28.4% | -3.2% |
| YTD | +20.6% | -2.0% | +22.6% | +20.7% |
| 1Y | +5.7% | -6.4% | +12.1% | +8.1% |
| 3Y | +73.6% | +67.7% | +5.9% | +25.7% |
| 5Y | +86.2% | +75.7% | +10.5% | +14.6% |
| All | +86.2% | +74.8% | +11.5% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling