+3.1%
FERG vs SN
+156.5%
-153.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.1% | -1.4% | +1.5% |
| 7D | +7.7% | +10.6% | -2.9% | +4.5% |
| 30D | +11.5% | +20.0% | -8.5% | +5.5% |
| 3M | -2.4% | +30.4% | -32.7% | -10.3% |
| 6M | -4.0% | +91.0% | -95.0% | -22.8% |
| YTD | +13.4% | +95.9% | -82.6% | -10.7% |
| 1Y | +3.1% | +158.9% | -155.8% | -24.9% |
| All | +3.1% | +156.5% | -153.4% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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