+55.0%
FERG vs SE
+194.4%
-139.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | +3.4% | +0.6% | +2.8% | +3.3% |
| 30D | -11.5% | -0.1% | -11.4% | -11.8% |
| 3M | +1.3% | +34.1% | -32.9% | -2.9% |
| 6M | -1.0% | +23.2% | -24.2% | -4.4% |
| YTD | +3.2% | -11.2% | +14.4% | +3.4% |
| 1Y | -3.0% | -40.5% | +37.6% | +2.3% |
| 3Y | +55.0% | +196.3% | -141.3% | +39.6% |
| All | +55.0% | +194.4% | -139.3% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling