+351.3%
FERG vs SPYG
+424.6%
-73.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | -2.6% | -0.9% | -1.7% | -2.2% |
| 30D | -8.9% | -1.5% | -7.4% | -8.3% |
| 3M | -2.0% | +3.7% | -5.8% | -3.6% |
| 6M | -3.2% | +16.4% | -19.6% | -9.5% |
| YTD | +1.5% | +13.3% | -11.8% | -4.1% |
| 1Y | +0.5% | +17.9% | -17.4% | -6.6% |
| 3Y | +50.4% | +98.3% | -47.9% | +13.6% |
| 5Y | +68.7% | +86.4% | -17.7% | +26.5% |
| All | +351.3% | +424.6% | -73.3% | +226.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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