-2.3%
FERG vs SM
+36.8%
-39.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.4% | +2.1% |
| 7D | 0.0% | -0.5% | +0.5% | -0.1% |
| 30D | -10.2% | +25.6% | -35.7% | -9.0% |
| 3M | -0.6% | +8.0% | -8.6% | +0.3% |
| 6M | -6.5% | +50.8% | -57.3% | -7.7% |
| YTD | +4.2% | +97.9% | -93.7% | -1.0% |
| 1Y | -2.3% | +33.8% | -36.1% | -1.6% |
| All | -2.3% | +36.8% | -39.0% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling