+55.0%
FERG vs SPG
+112.2%
-57.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.5% |
| 7D | +3.4% | 0.0% | +3.4% | +3.3% |
| 30D | -11.5% | -4.9% | -6.6% | -9.4% |
| 3M | +1.3% | +3.3% | -2.0% | -0.6% |
| 6M | -1.0% | +11.2% | -12.2% | -6.3% |
| YTD | +3.2% | +17.1% | -13.8% | -4.8% |
| 1Y | -3.0% | +21.6% | -24.5% | -12.4% |
| 3Y | +55.0% | +111.9% | -56.8% | +11.2% |
| All | +55.0% | +112.2% | -57.2% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling