+84.6%
FERG vs STLA
-71.4%
+156.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.9% |
| 7D | +7.2% | -4.9% | +12.1% | +8.8% |
| 30D | +17.9% | -4.9% | +22.8% | +19.2% |
| 3M | -1.3% | -23.7% | +22.4% | +5.9% |
| 6M | +8.3% | -45.0% | +53.3% | +27.5% |
| YTD | +18.3% | -60.9% | +79.2% | +51.9% |
| 1Y | +4.7% | -58.9% | +63.6% | +31.8% |
| 3Y | +70.3% | -74.4% | +144.7% | +139.7% |
| 5Y | +84.6% | -71.5% | +156.2% | +131.7% |
| All | +84.6% | -71.4% | +156.0% | +131.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling