+7.1%
FERG vs STLA
-64.5%
+71.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.8% |
| 7D | +9.7% | -13.8% | +23.5% | +11.9% |
| 30D | +15.0% | -10.5% | +25.6% | +16.7% |
| 3M | +3.8% | -28.9% | +32.6% | +8.2% |
| 6M | +10.6% | -49.7% | +60.4% | +20.7% |
| YTD | +17.0% | -64.9% | +81.9% | +32.8% |
| 1Y | +7.1% | -64.0% | +71.1% | +19.4% |
| All | +7.1% | -64.5% | +71.6% | +19.4% |
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