+1,548.3%
FERG vs SO
+478.8%
+1,069.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.3% | +9.9% | +11.1% |
| 7D | +7.3% | -1.1% | +8.4% | +7.4% |
| 30D | +18.1% | +8.6% | +9.5% | +17.5% |
| 3M | +1.6% | +1.8% | -0.1% | +1.5% |
| 6M | +8.5% | +3.6% | +4.9% | +8.2% |
| YTD | +18.6% | +9.9% | +8.6% | +17.7% |
| 1Y | +5.7% | +5.7% | 0.0% | +5.2% |
| 3Y | +74.0% | +52.5% | +21.5% | +68.8% |
| 5Y | +83.9% | +77.3% | +6.6% | +77.7% |
| 10Y | +494.6% | +186.8% | +307.8% | +485.2% |
| All | +1,548.3% | +478.8% | +1,069.5% | +1,559.3% |
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 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