+1,348.4%
FERG vs SO
+445.1%
+903.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.0% |
| YTD | +4.2% | +3.5% | +0.6% | +3.9% |
| 1Y | -2.3% | -0.9% | -1.3% | -2.3% |
| 3Y | +48.5% | +45.4% | +3.1% | +44.5% |
| 5Y | +72.0% | +59.6% | +12.4% | +67.0% |
| 10Y | +369.9% | +156.6% | +213.3% | +364.4% |
| All | +1,348.4% | +445.1% | +903.4% | +1,364.1% |
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 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