+1,348.4%
FERG vs SAP
+503.5%
+844.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.5% |
| 7D | 0.0% | -2.9% | +2.9% | +0.4% |
| 30D | -10.2% | +9.0% | -19.2% | -11.4% |
| 3M | -0.6% | +14.9% | -15.5% | -3.0% |
| 6M | -6.5% | +11.9% | -18.4% | -8.7% |
| YTD | +4.2% | -9.9% | +14.1% | +5.0% |
| 1Y | -2.3% | -19.5% | +17.3% | +0.4% |
| 3Y | +48.5% | +61.8% | -13.3% | +36.2% |
| 5Y | +72.0% | +56.2% | +15.8% | +53.6% |
| 10Y | +369.9% | +180.6% | +189.3% | +306.4% |
| All | +1,348.4% | +503.5% | +844.9% | +1,080.0% |
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