+424.2%
FERG vs STRL
+3,697.3%
-3,273.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.9% |
| 7D | +9.7% | +15.7% | -5.9% | +8.2% |
| 30D | +15.0% | -35.5% | +50.5% | +19.3% |
| 3M | +3.8% | -47.1% | +50.9% | +9.4% |
| 6M | +10.6% | -65.8% | +76.4% | +20.7% |
| YTD | +17.0% | -4.5% | +21.5% | +11.9% |
| 1Y | +7.1% | -10.5% | +17.6% | +2.9% |
| 3Y | +67.7% | +340.6% | -272.9% | +34.9% |
| 5Y | +76.4% | +911.0% | -834.6% | +31.8% |
| All | +424.2% | +3,697.3% | -3,273.0% | +284.1% |
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