+14.0%
FERG vs SNDU
+3.5%
+10.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -15.8% | +18.5% | +3.0% |
| 7D | +7.7% | -48.0% | +55.7% | +9.0% |
| 30D | +11.5% | -66.4% | +77.9% | +13.9% |
| 3M | -2.4% | -58.7% | +56.4% | -1.3% |
| 6M | -4.0% | -68.6% | +64.6% | -5.4% |
| All | +14.0% | +3.5% | +10.4% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 SNDU 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