-0.3%
FERG vs SO
+0.6%
-1.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.3% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -15.1% | -2.5% | -12.6% | -15.0% |
| 3M | -4.8% | -4.2% | -0.7% | -4.6% |
| 6M | -2.5% | -7.7% | +5.2% | -2.8% |
| YTD | +1.8% | +3.8% | -2.0% | +3.0% |
| 1Y | -0.3% | +0.1% | -0.4% | +6.8% |
| All | -0.3% | +0.6% | -1.0% | +6.8% |
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