+3.1%
FERG vs SE
-48.0%
+51.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.5% | -1.8% | +2.4% |
| 7D | +7.7% | +6.7% | +1.0% | +7.2% |
| 30D | +11.5% | -17.2% | +28.7% | +12.7% |
| 3M | -2.4% | -28.0% | +25.7% | -0.7% |
| 6M | -4.0% | -6.1% | +2.1% | -5.0% |
| YTD | +13.4% | -37.1% | +50.5% | +13.4% |
| 1Y | +3.1% | -48.8% | +51.8% | +4.6% |
| All | +3.1% | -48.0% | +51.1% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling