+1,315.5%
FERG vs SPYG
+1,082.5%
+233.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | -15.1% | -1.7% | -13.4% | -14.6% |
| 3M | -4.8% | +3.6% | -8.5% | -6.0% |
| 6M | -2.5% | +16.6% | -19.1% | -7.5% |
| YTD | +1.8% | +13.4% | -11.6% | -2.5% |
| 1Y | -0.3% | +19.6% | -19.9% | -6.2% |
| 3Y | +52.9% | +99.8% | -46.8% | +23.6% |
| 5Y | +69.3% | +85.0% | -15.7% | +36.6% |
| 10Y | +352.7% | +422.1% | -69.4% | +235.5% |
| All | +1,315.5% | +1,082.5% | +233.0% | +949.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling