+69.3%
FERG vs SAP
+55.3%
+14.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -1.0% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | -15.1% | +0.3% | -15.3% | -15.3% |
| 3M | -4.8% | +16.9% | -21.7% | -10.2% |
| 6M | -2.5% | +6.3% | -8.8% | -5.3% |
| YTD | +1.8% | -12.4% | +14.2% | +5.9% |
| 1Y | -0.3% | -21.6% | +21.3% | +8.9% |
| 3Y | +52.9% | +54.8% | -1.9% | +13.7% |
| 5Y | +69.3% | +56.2% | +13.1% | +11.1% |
| All | +69.3% | +55.3% | +14.0% | +11.1% |
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