+49.3%
FERG vs SITM
+423.6%
-374.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.3% |
| 7D | -1.0% | +4.8% | -5.9% | -1.6% |
| 30D | -11.8% | -9.7% | -2.1% | -11.0% |
| 3M | -1.2% | -9.3% | +8.1% | -1.3% |
| 6M | -2.3% | +69.5% | -71.8% | -11.5% |
| YTD | +0.8% | +70.5% | -69.7% | -9.4% |
| 1Y | +0.5% | +145.3% | -144.8% | -15.1% |
| All | +49.3% | +423.6% | -374.3% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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