+1,335.0%
FERG vs SPXU
-100.0%
+1,435.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -0.7% |
| 7D | +3.4% | -1.5% | +4.8% | +3.2% |
| 30D | -11.5% | +3.7% | -15.2% | -11.0% |
| 3M | +1.3% | -9.6% | +10.8% | +0.4% |
| 6M | -1.0% | -32.4% | +31.4% | -4.9% |
| YTD | +3.2% | -28.7% | +31.9% | 0.0% |
| 1Y | -3.0% | -38.2% | +35.3% | -7.2% |
| 3Y | +55.0% | -80.4% | +135.5% | +36.2% |
| 5Y | +72.6% | -86.0% | +158.7% | +51.9% |
| 10Y | +358.9% | -99.5% | +458.5% | +278.9% |
| All | +1,335.0% | -100.0% | +1,435.0% | +1,088.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling