+1,348.4%
FERG vs SPY
+811.2%
+537.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.5% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -10.2% | +0.1% | -10.2% | -10.2% |
| 3M | -0.6% | +2.0% | -2.6% | -1.3% |
| 6M | -6.5% | +13.0% | -19.5% | -10.6% |
| YTD | +4.2% | +13.5% | -9.4% | -0.5% |
| 1Y | -2.3% | +20.0% | -22.2% | -8.4% |
| 3Y | +48.5% | +77.2% | -28.7% | +23.5% |
| 5Y | +72.0% | +81.9% | -9.9% | +40.7% |
| 10Y | +369.9% | +314.1% | +55.8% | +257.4% |
| All | +1,348.4% | +811.2% | +537.2% | +1,000.8% |
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 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