+1,526.4%
FERG vs SBAC
+493.8%
+1,032.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | +9.7% | +0.6% | +9.1% | +9.7% |
| 30D | +15.0% | +5.5% | +9.6% | +14.1% |
| 3M | +3.8% | +3.1% | +0.7% | +3.2% |
| 6M | +10.6% | -7.0% | +17.6% | +11.4% |
| YTD | +17.0% | +0.5% | +16.5% | +16.0% |
| 1Y | +7.1% | +0.2% | +6.9% | +6.2% |
| 3Y | +67.7% | -7.4% | +75.1% | +67.1% |
| 5Y | +76.4% | -39.7% | +116.1% | +84.4% |
| 10Y | +424.2% | +112.5% | +311.7% | +391.9% |
| All | +1,526.4% | +493.8% | +1,032.5% | +1,301.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling