+351.3%
FERG vs SPY
+322.5%
+28.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.3% |
| 7D | -2.6% | -0.8% | -1.8% | -2.2% |
| 30D | -8.9% | -1.1% | -7.8% | -8.4% |
| 3M | -2.0% | +3.9% | -5.9% | -3.9% |
| 6M | -3.2% | +13.6% | -16.8% | -9.4% |
| YTD | +1.5% | +12.7% | -11.2% | -4.5% |
| 1Y | +0.5% | +17.5% | -17.0% | -7.4% |
| 3Y | +50.4% | +76.9% | -26.5% | +15.5% |
| 5Y | +68.7% | +83.6% | -14.9% | +26.2% |
| All | +351.3% | +322.5% | +28.9% | +204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling