+1,368.9%
FERG vs STLA
+178.7%
+1,190.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.2% |
| 7D | +7.2% | -4.9% | +12.1% | +7.8% |
| 30D | +17.9% | -4.9% | +22.8% | +18.4% |
| 3M | -1.3% | -23.7% | +22.4% | +1.5% |
| 6M | +8.3% | -45.0% | +53.3% | +15.4% |
| YTD | +18.3% | -60.9% | +79.2% | +30.0% |
| 1Y | +4.7% | -58.9% | +63.6% | +14.3% |
| 3Y | +70.3% | -74.4% | +144.7% | +92.1% |
| 5Y | +84.6% | -71.5% | +156.2% | +103.5% |
| 10Y | +430.3% | +5.3% | +425.1% | +449.4% |
| All | +1,368.9% | +178.7% | +1,190.2% | +1,370.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling