+1,577.3%
FERG vs SO
+480.5%
+1,096.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.7% | +1.9% |
| 7D | +6.4% | +0.8% | +5.7% | +6.4% |
| 30D | +19.9% | +7.8% | +12.1% | +19.3% |
| 3M | +5.6% | +2.9% | +2.6% | +5.3% |
| 6M | +9.2% | +2.5% | +6.8% | +9.0% |
| YTD | +20.6% | +10.3% | +10.4% | +19.8% |
| 1Y | +5.7% | +6.4% | -0.7% | +5.2% |
| 3Y | +73.6% | +52.8% | +20.8% | +68.4% |
| 5Y | +86.2% | +78.7% | +7.5% | +79.9% |
| 10Y | +440.7% | +196.3% | +244.4% | +432.5% |
| All | +1,577.3% | +480.5% | +1,096.8% | +1,588.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling