+69.6%
FERG vs SN
+681.9%
-612.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.9% | +8.3% | +10.6% |
| 7D | +7.3% | +7.6% | -0.3% | +5.7% |
| 30D | +18.1% | +24.1% | -5.9% | +12.9% |
| 3M | +1.6% | +23.7% | -22.1% | -3.0% |
| 6M | +8.5% | +105.5% | -97.0% | -7.3% |
| YTD | +18.6% | +105.1% | -86.5% | +1.0% |
| 1Y | +5.7% | +148.3% | -142.6% | -13.2% |
| 3Y | +74.0% | +438.7% | -364.7% | +27.5% |
| All | +69.6% | +681.9% | -612.3% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling