+71.6%
FERG vs SO
+58.8%
+12.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | +3.4% | +1.0% | +2.4% | +3.2% |
| 30D | -11.5% | -3.2% | -8.3% | -11.0% |
| 3M | +1.3% | -1.7% | +3.0% | +1.5% |
| 6M | -1.0% | -7.2% | +6.2% | +0.3% |
| YTD | +3.2% | +4.6% | -1.3% | +2.0% |
| 1Y | -3.0% | +1.2% | -4.2% | -3.6% |
| 3Y | +55.0% | +45.3% | +9.8% | +38.9% |
| All | +71.6% | +58.8% | +12.8% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling