+1,348.4%
FERG vs SPG
+473.8%
+874.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.4% |
| 7D | 0.0% | -2.4% | +2.4% | +0.2% |
| 30D | -10.2% | -6.8% | -3.3% | -9.4% |
| 3M | -0.6% | +2.7% | -3.3% | -0.9% |
| 6M | -6.5% | +5.5% | -12.0% | -7.1% |
| YTD | +4.2% | +15.7% | -11.5% | +2.4% |
| 1Y | -2.3% | +20.9% | -23.1% | -4.4% |
| 3Y | +48.5% | +112.4% | -63.9% | +37.7% |
| 5Y | +72.0% | +101.4% | -29.3% | +59.3% |
| 10Y | +369.9% | +60.6% | +309.2% | +348.3% |
| All | +1,348.4% | +473.8% | +874.6% | +1,288.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling