+56.9%
FERG vs SO
+46.3%
+10.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.1% | +2.4% |
| 7D | 0.0% | -0.2% | +0.1% | 0.0% |
| 30D | -10.2% | -4.6% | -5.6% | -9.9% |
| 3M | -0.6% | -3.0% | +2.5% | -0.4% |
| 6M | -6.5% | -8.3% | +1.7% | -6.1% |
| YTD | +4.2% | +3.5% | +0.6% | +4.0% |
| 1Y | -2.3% | -0.9% | -1.3% | -2.3% |
| All | +56.9% | +46.3% | +10.6% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling