-2.3%
FERG vs SMR
-76.3%
+74.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.4% |
| 7D | 0.0% | +4.4% | -4.4% | -0.4% |
| 30D | -10.2% | +3.4% | -13.6% | -10.6% |
| 3M | -0.6% | -19.2% | +18.6% | +0.5% |
| 6M | -6.5% | -22.6% | +16.1% | -6.0% |
| YTD | +4.2% | -31.5% | +35.7% | +5.1% |
| 1Y | -2.3% | -73.1% | +70.8% | +3.5% |
| All | -2.3% | -76.3% | +74.0% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling