+1,516.3%
FERG vs SAP
+556.7%
+959.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +8.2% | -3.9% | +12.1% | +8.9% |
| 30D | +14.4% | +6.5% | +7.9% | +13.2% |
| 3M | +4.3% | +14.7% | -10.3% | +2.0% |
| 6M | +7.9% | +39.9% | -32.1% | +1.7% |
| YTD | +16.3% | -2.0% | +18.2% | +15.6% |
| 1Y | +2.2% | -6.0% | +8.3% | +2.4% |
| 3Y | +67.3% | +67.7% | -0.4% | +52.6% |
| 5Y | +75.3% | +78.8% | -3.4% | +54.0% |
| 10Y | +421.0% | +229.3% | +191.7% | +342.8% |
| All | +1,516.3% | +556.7% | +959.6% | +1,198.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling