+1,348.4%
FERG vs SM
+16.8%
+1,331.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.8% | +2.4% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -10.2% | +26.3% | -36.5% | -10.6% |
| 3M | -0.6% | +8.7% | -9.3% | -0.8% |
| 6M | -6.5% | +51.7% | -58.2% | -7.6% |
| YTD | +4.2% | +99.0% | -94.9% | +2.3% |
| 1Y | -2.3% | +34.6% | -36.9% | -3.2% |
| 3Y | +48.5% | -7.8% | +56.2% | +47.4% |
| 5Y | +72.0% | +104.8% | -32.8% | +70.0% |
| 10Y | +369.9% | +7.2% | +362.6% | +392.7% |
| All | +1,348.4% | +16.8% | +1,331.6% | +1,599.5% |
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