+1,348.4%
FERG vs SGI
+1,083.9%
+264.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.3% |
| 7D | 0.0% | +8.5% | -8.6% | -0.7% |
| 30D | -10.2% | +0.7% | -10.9% | -10.3% |
| 3M | -0.6% | +0.6% | -1.2% | -0.7% |
| 6M | -6.5% | -17.9% | +11.4% | -5.2% |
| YTD | +4.2% | -21.2% | +25.4% | +5.9% |
| 1Y | -2.3% | -18.9% | +16.6% | -0.9% |
| 3Y | +48.5% | +52.6% | -4.1% | +44.4% |
| 5Y | +72.0% | +60.7% | +11.3% | +64.0% |
| 10Y | +369.9% | +278.1% | +91.8% | +348.2% |
| All | +1,348.4% | +1,083.9% | +264.5% | +1,408.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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