+55.0%
FERG vs SN
+430.5%
-375.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | -11.5% | -5.6% | -5.9% | -10.4% |
| 3M | +1.3% | +48.1% | -46.8% | -8.3% |
| 6M | -1.0% | +57.6% | -58.6% | -12.0% |
| YTD | +3.2% | +56.5% | -53.3% | -8.3% |
| 1Y | -3.0% | +52.6% | -55.5% | -13.8% |
| 3Y | +55.0% | +412.0% | -356.9% | +6.9% |
| All | +55.0% | +430.5% | -375.4% | +6.9% |
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 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