-2.3%
FERG vs SE
-38.5%
+36.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.4% |
| 7D | 0.0% | -6.1% | +6.1% | +0.3% |
| 30D | -10.2% | -2.5% | -7.7% | -10.2% |
| 3M | -0.6% | +21.7% | -22.3% | -2.7% |
| 6M | -6.5% | +27.0% | -33.5% | -9.3% |
| YTD | +4.2% | -12.1% | +16.3% | +2.9% |
| 1Y | -2.3% | -40.9% | +38.7% | -1.2% |
| All | -2.3% | -38.5% | +36.2% | -1.2% |
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