+424.2%
FERG vs SFM
+140.2%
+284.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | +9.7% | +6.0% | +3.7% | +9.4% |
| 30D | +15.0% | -19.5% | +34.5% | +16.1% |
| 3M | +3.8% | -37.0% | +40.8% | +6.2% |
| 6M | +10.6% | -41.0% | +51.6% | +13.5% |
| YTD | +17.0% | -34.6% | +51.6% | +18.9% |
| 1Y | +7.1% | -36.3% | +43.3% | +9.0% |
| 3Y | +67.7% | +24.5% | +43.2% | +64.4% |
| 5Y | +76.4% | +115.9% | -39.5% | +70.0% |
| All | +424.2% | +140.2% | +284.1% | +435.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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