+348.1%
FERG vs SPG
+64.3%
+283.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.0% | -2.2% | +1.2% | -0.7% |
| 30D | -11.8% | -5.8% | -6.0% | -11.1% |
| 3M | -1.2% | -2.8% | +1.6% | -0.9% |
| 6M | -2.3% | +8.9% | -11.2% | -3.5% |
| YTD | +0.8% | +14.3% | -13.5% | -1.1% |
| 1Y | +0.5% | +19.5% | -19.0% | -2.0% |
| 3Y | +51.4% | +106.9% | -55.5% | +39.1% |
| 5Y | +67.5% | +108.7% | -41.2% | +53.3% |
| All | +348.1% | +64.3% | +283.8% | +332.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling