+3.1%
FERG vs STRL
-30.1%
+33.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -21.5% | +24.2% | +3.9% |
| 7D | +7.7% | -27.1% | +34.8% | +9.4% |
| 30D | +11.5% | -45.8% | +57.3% | +15.5% |
| 3M | -2.4% | -47.6% | +45.3% | +1.1% |
| 6M | -4.0% | -46.4% | +42.4% | -2.0% |
| YTD | +13.4% | -7.4% | +20.7% | +3.4% |
| 1Y | +3.1% | -25.9% | +28.9% | -2.5% |
| All | +3.1% | -30.1% | +33.2% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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