+0.5%
FERG vs STLA
-40.1%
+40.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -1.0% | -3.8% | +2.8% | -0.4% |
| 30D | -11.8% | -3.1% | -8.7% | -11.4% |
| 3M | -1.2% | -19.6% | +18.4% | +2.0% |
| 6M | -2.3% | -23.5% | +21.2% | +1.3% |
| YTD | +0.8% | -51.5% | +52.3% | +11.9% |
| 1Y | +0.5% | -39.7% | +40.1% | +3.4% |
| All | +0.5% | -40.1% | +40.5% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling