+83.9%
FERG vs SO
+79.3%
+4.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.3% | +9.9% | +11.0% |
| 7D | +7.3% | -1.1% | +8.4% | +7.6% |
| 30D | +18.1% | +8.6% | +9.5% | +16.3% |
| 3M | +1.6% | +1.8% | -0.1% | +1.3% |
| 6M | +8.5% | +3.6% | +4.9% | +7.7% |
| YTD | +18.6% | +9.9% | +8.6% | +16.1% |
| 1Y | +5.7% | +5.7% | 0.0% | +4.3% |
| 3Y | +74.0% | +52.5% | +21.5% | +55.0% |
| 5Y | +83.9% | +77.3% | +6.6% | +66.6% |
| All | +83.9% | +79.3% | +4.6% | +66.6% |
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