+70.3%
FERG vs SM
-12.9%
+83.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | +7.2% | -19.5% | +26.7% | +9.2% |
| 30D | +17.9% | -20.2% | +38.1% | +20.1% |
| 3M | -1.3% | -6.5% | +5.2% | -1.6% |
| 6M | +8.3% | +1.6% | +6.8% | +5.7% |
| YTD | +18.3% | +61.2% | -42.9% | +3.5% |
| 1Y | +4.7% | +65.4% | -60.6% | -9.1% |
| 3Y | +70.3% | -13.0% | +83.3% | +63.1% |
| All | +70.3% | -12.9% | +83.1% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling