+67.7%
FERG vs SITM
+187.3%
-119.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | 0.0% |
| 7D | -2.6% | +3.9% | -6.4% | -3.1% |
| 30D | -8.9% | -6.6% | -2.3% | -8.3% |
| 3M | -2.0% | -11.9% | +9.8% | -1.8% |
| 6M | -3.2% | +81.1% | -84.3% | -13.9% |
| YTD | +1.5% | +80.0% | -78.5% | -10.4% |
| 1Y | +0.5% | +145.8% | -145.4% | -16.4% |
| 3Y | +50.4% | +475.9% | -425.5% | +2.2% |
| All | +67.7% | +187.3% | -119.6% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling