-0.3%
FERG vs SN
+47.1%
-47.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +2.0% | -0.4% |
| 7D | +0.9% | -3.4% | +4.3% | +1.9% |
| 30D | -15.1% | -9.1% | -6.0% | -12.9% |
| 3M | -4.8% | +31.8% | -36.6% | -13.0% |
| 6M | -2.5% | +52.0% | -54.5% | -15.2% |
| YTD | +1.8% | +51.3% | -49.5% | -11.3% |
| 1Y | -0.3% | +46.9% | -47.2% | -16.2% |
| All | -0.3% | +47.1% | -47.4% | -16.2% |
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