+69.3%
FERG vs SPY
+81.0%
-11.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | +0.9% | -0.4% | +1.3% | +1.3% |
| 30D | -15.1% | -1.4% | -13.7% | -13.9% |
| 3M | -4.8% | +3.7% | -8.5% | -8.1% |
| 6M | -2.5% | +13.0% | -15.5% | -13.6% |
| YTD | +1.8% | +12.4% | -10.6% | -9.3% |
| 1Y | -0.3% | +18.5% | -18.9% | -15.6% |
| 3Y | +52.9% | +77.6% | -24.7% | -12.9% |
| 5Y | +69.3% | +81.7% | -12.4% | -6.8% |
| All | +69.3% | +81.0% | -11.7% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling