+1,526.4%
FERG vs SPY
+794.7%
+731.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +9.7% | +2.6% | +7.1% | +8.7% |
| 30D | +15.0% | -2.0% | +17.0% | +16.0% |
| 3M | +3.8% | -2.8% | +6.5% | +5.0% |
| 6M | +10.6% | +2.1% | +8.5% | +9.9% |
| YTD | +17.0% | +11.5% | +5.5% | +12.6% |
| 1Y | +7.1% | +13.5% | -6.4% | +2.5% |
| 3Y | +67.7% | +77.7% | -10.0% | +39.8% |
| 5Y | +76.4% | +72.6% | +3.8% | +46.1% |
| 10Y | +424.2% | +308.2% | +116.1% | +301.8% |
| All | +1,526.4% | +794.7% | +731.7% | +1,145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling