+0.5%
FERG vs SPXU
-36.3%
+36.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | -0.3% |
| 7D | -2.6% | +2.5% | -5.1% | -1.6% |
| 30D | -8.9% | +4.2% | -13.1% | -7.2% |
| 3M | -2.0% | -9.3% | +7.2% | -4.9% |
| 6M | -3.2% | -30.7% | +27.5% | -15.3% |
| YTD | +1.5% | -28.1% | +29.6% | -9.3% |
| 1Y | +0.5% | -35.2% | +35.7% | -14.0% |
| All | +0.5% | -36.3% | +36.8% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling