+60.7%
FERG vs SMR
+1.6%
+59.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.5% | -0.7% |
| 7D | -1.0% | +4.7% | -5.7% | -1.3% |
| 30D | -11.8% | +3.2% | -15.1% | -12.1% |
| 3M | -1.2% | +9.9% | -11.1% | -2.1% |
| 6M | -2.3% | -15.1% | +12.8% | -2.4% |
| YTD | +0.8% | -27.9% | +28.7% | +1.0% |
| 1Y | +0.5% | -70.2% | +70.7% | +3.6% |
| 3Y | +51.4% | +72.5% | -21.1% | +40.8% |
| All | +60.7% | +1.6% | +59.1% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling