+56.4%
FERG vs SN
+397.9%
-341.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.5% |
| 7D | -2.1% | +7.2% | -9.3% | -3.8% |
| 30D | +8.7% | +20.4% | -11.7% | +3.7% |
| 3M | -7.4% | +23.9% | -31.3% | -12.5% |
| 6M | -6.6% | +93.0% | -99.7% | -21.5% |
| YTD | +6.6% | +99.2% | -92.7% | -11.5% |
| 1Y | -3.6% | +142.6% | -146.2% | -23.6% |
| 3Y | +56.4% | +398.8% | -342.4% | -2.8% |
| All | +56.4% | +397.9% | -341.5% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling