+1.5%
FERG vs SE
-43.4%
+44.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -1.1% |
| 7D | +0.9% | -3.6% | +4.5% | +1.1% |
| 30D | -15.1% | -5.3% | -9.8% | -14.9% |
| 3M | -4.8% | +28.1% | -32.9% | -7.5% |
| 6M | -2.5% | +20.7% | -23.1% | -5.2% |
| YTD | +1.8% | -14.8% | +16.6% | +1.0% |
| All | +1.5% | -43.4% | +44.9% | +5.3% |
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