+421.0%
FERG vs SM
+18.2%
+402.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.2% | -8.8% | -3.7% |
| 7D | +8.2% | +10.6% | -2.4% | +8.0% |
| 30D | +14.4% | -15.0% | +29.3% | +14.6% |
| 3M | +4.3% | +1.7% | +2.7% | +4.2% |
| 6M | +7.9% | +5.9% | +2.0% | +7.5% |
| YTD | +16.3% | +79.0% | -62.7% | +14.2% |
| 1Y | +2.2% | +84.7% | -82.4% | +0.4% |
| 3Y | +67.3% | -3.5% | +70.8% | +65.9% |
| 5Y | +75.3% | +4.9% | +70.4% | +73.9% |
| All | +421.0% | +18.2% | +402.9% | +492.8% |
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