+348.1%
FERG vs SM
+23.2%
+324.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -1.0% | +2.1% | -3.2% | -1.1% |
| 30D | -11.8% | +18.1% | -29.9% | -12.1% |
| 3M | -1.2% | +17.0% | -18.2% | -1.6% |
| 6M | -2.3% | +55.4% | -57.7% | -3.5% |
| YTD | +0.8% | +108.6% | -107.8% | -1.2% |
| 1Y | +0.5% | +45.7% | -45.2% | -0.7% |
| 3Y | +51.4% | -0.3% | +51.7% | +49.9% |
| 5Y | +67.5% | +113.0% | -45.5% | +66.5% |
| All | +348.1% | +23.2% | +324.9% | +410.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling