+69.3%
FERG vs SBAC
-44.9%
+114.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.1% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | -15.1% | +3.9% | -18.9% | -15.8% |
| 3M | -4.8% | -8.2% | +3.3% | -3.2% |
| 6M | -2.5% | -2.8% | +0.3% | -2.5% |
| YTD | +1.8% | -1.5% | +3.3% | +1.2% |
| 1Y | -0.3% | 0.0% | -0.3% | -1.4% |
| 3Y | +52.9% | -8.4% | +61.3% | +51.6% |
| 5Y | +69.3% | -43.5% | +112.8% | +92.8% |
| All | +69.3% | -44.9% | +114.2% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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