+7.1%
FERG vs SO
+5.1%
+2.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | +9.7% | +1.4% | +8.4% | +9.5% |
| 30D | +15.0% | +4.7% | +10.3% | +14.4% |
| 3M | +3.8% | +1.7% | +2.1% | +3.5% |
| 6M | +10.6% | +2.2% | +8.5% | +10.1% |
| YTD | +17.0% | +10.0% | +7.0% | +15.9% |
| 1Y | +7.1% | +6.0% | +1.0% | +5.5% |
| All | +7.1% | +5.1% | +2.0% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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