+352.7%
FERG vs STRL
+7,055.3%
-6,702.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | +0.9% | +8.2% | -7.3% | +0.1% |
| 30D | -15.1% | -6.3% | -8.7% | -14.6% |
| 3M | -4.8% | -41.2% | +36.4% | -0.4% |
| 6M | -2.5% | +20.4% | -22.8% | -7.4% |
| YTD | +1.8% | +61.7% | -59.9% | -6.7% |
| 1Y | -0.3% | +72.7% | -73.0% | -9.8% |
| 3Y | +52.9% | +530.9% | -478.0% | +19.2% |
| 5Y | +69.3% | +2,125.4% | -2,056.1% | +20.6% |
| 10Y | +352.7% | +7,301.3% | -6,948.7% | +205.5% |
| All | +352.7% | +7,055.3% | -6,702.7% | +205.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling