+1,545.2%
FERG vs SM
-5.4%
+1,550.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.2% |
| 7D | +7.2% | -19.5% | +26.7% | +7.6% |
| 30D | +17.9% | -20.2% | +38.1% | +18.3% |
| 3M | -1.3% | -6.5% | +5.2% | -1.3% |
| 6M | +8.3% | +1.6% | +6.8% | +8.0% |
| YTD | +18.3% | +61.2% | -42.9% | +16.6% |
| 1Y | +4.7% | +65.4% | -60.6% | +3.1% |
| 3Y | +70.3% | -13.0% | +83.3% | +69.3% |
| 5Y | +84.6% | -4.3% | +88.9% | +83.2% |
| 10Y | +430.3% | +3.0% | +427.3% | +456.2% |
| All | +1,545.2% | -5.4% | +1,550.5% | +1,836.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling