+66.7%
FERG vs SPY
+78.7%
-12.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.3% | -3.3% |
| 7D | +8.2% | +3.3% | +4.9% | +4.8% |
| 30D | +14.4% | -2.7% | +17.1% | +17.7% |
| 3M | +4.3% | -1.7% | +6.1% | +6.3% |
| 6M | +7.9% | +3.1% | +4.8% | +4.6% |
| YTD | +16.3% | +11.9% | +4.4% | +3.6% |
| 1Y | +2.2% | +12.0% | -9.7% | -8.9% |
| All | +66.7% | +78.7% | -12.0% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling