+49.0%
FERG vs SN
+490.7%
-441.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.4% | +2.5% |
| 7D | 0.0% | -9.3% | +9.3% | +2.0% |
| 30D | -10.2% | -4.8% | -5.4% | -9.3% |
| 3M | -0.6% | +40.4% | -41.0% | -7.8% |
| 6M | -6.5% | +50.9% | -57.5% | -14.9% |
| YTD | +4.2% | +54.9% | -50.8% | -5.8% |
| 1Y | -2.3% | +43.0% | -45.3% | -10.7% |
| 3Y | +48.5% | +391.8% | -343.3% | +14.7% |
| All | +49.0% | +490.7% | -441.6% | +15.1% |
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