+1,526.4%
FERG vs SPG
+545.1%
+981.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +9.7% | +2.0% | +7.8% | +9.5% |
| 30D | +15.0% | +17.2% | -2.2% | +12.9% |
| 3M | +3.8% | +6.3% | -2.6% | +3.0% |
| 6M | +10.6% | +18.7% | -8.1% | +8.4% |
| YTD | +17.0% | +30.1% | -13.1% | +13.4% |
| 1Y | +7.1% | +32.8% | -25.7% | +3.6% |
| 3Y | +67.7% | +133.6% | -65.8% | +53.7% |
| 5Y | +76.4% | +84.4% | -8.0% | +62.0% |
| 10Y | +424.2% | +114.3% | +309.9% | +390.2% |
| All | +1,526.4% | +545.1% | +981.2% | +1,437.7% |
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