+623.3%
FERG vs SFM
+44.5%
+578.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +1.8% |
| 7D | +6.4% | -7.1% | +13.5% | +6.8% |
| 30D | +19.9% | -21.4% | +41.3% | +21.0% |
| 3M | +5.6% | -40.1% | +45.7% | +7.8% |
| 6M | +9.2% | -38.0% | +47.3% | +11.2% |
| YTD | +20.6% | -36.5% | +57.2% | +22.4% |
| 1Y | +5.7% | -35.2% | +40.9% | +7.1% |
| 3Y | +73.6% | +23.5% | +50.1% | +71.4% |
| 5Y | +86.2% | +109.7% | -23.5% | +81.5% |
| 10Y | +440.7% | +132.6% | +308.1% | +437.2% |
| All | +623.3% | +44.5% | +578.8% | +610.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling