+278.8%
FERG vs SE
+553.8%
-275.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +0.8% |
| 7D | -2.6% | -5.2% | +2.6% | -2.1% |
| 30D | -8.9% | -17.1% | +8.2% | -7.6% |
| 3M | -2.0% | +24.0% | -26.0% | -4.1% |
| 6M | -3.2% | +21.0% | -24.2% | -5.3% |
| YTD | +1.5% | -16.7% | +18.2% | +2.2% |
| 1Y | +0.5% | -45.9% | +46.4% | +4.6% |
| 3Y | +50.4% | +177.8% | -127.4% | +36.3% |
| 5Y | +68.7% | -67.4% | +136.0% | +63.5% |
| All | +278.8% | +553.8% | -275.0% | +240.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling