+1,348.4%
FERG vs SRE
+404.8%
+943.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | -10.2% | -0.7% | -9.4% | -10.2% |
| 3M | -0.6% | -6.3% | +5.7% | +0.1% |
| 6M | -6.5% | -10.7% | +4.1% | -5.4% |
| YTD | +4.2% | -3.5% | +7.6% | +4.5% |
| 1Y | -2.3% | +5.3% | -7.6% | -3.0% |
| 3Y | +48.5% | +31.8% | +16.7% | +43.1% |
| 5Y | +72.0% | +47.4% | +24.7% | +65.6% |
| 10Y | +369.9% | +120.6% | +249.3% | +354.0% |
| All | +1,348.4% | +404.8% | +943.7% | +1,298.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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