+524.6%
FERG vs SFM
+132.6%
+392.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.5% | +2.2% |
| 7D | 0.0% | -0.1% | 0.0% | 0.0% |
| 30D | -10.2% | -4.4% | -5.8% | -10.0% |
| 3M | -0.6% | +1.5% | -2.1% | -0.8% |
| 6M | -6.5% | +6.5% | -13.0% | -7.2% |
| YTD | +4.2% | +2.2% | +2.0% | +3.6% |
| 1Y | -2.3% | -41.9% | +39.6% | -0.1% |
| 3Y | +48.5% | +106.8% | -58.3% | +43.5% |
| 5Y | +72.0% | +231.6% | -159.5% | +64.3% |
| 10Y | +369.9% | +258.4% | +111.5% | +357.5% |
| All | +524.6% | +132.6% | +392.0% | +501.8% |
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