+430.3%
FERG vs STRL
+3,927.3%
-3,496.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +7.2% | -19.8% | +27.0% | +9.0% |
| 30D | +17.9% | -43.6% | +61.5% | +23.9% |
| 3M | -1.3% | -45.2% | +43.9% | +3.8% |
| 6M | +8.3% | -65.7% | +74.0% | +18.1% |
| YTD | +18.3% | -5.4% | +23.8% | +13.3% |
| 1Y | +4.7% | -24.7% | +29.4% | +2.5% |
| 3Y | +70.3% | +335.0% | -264.8% | +37.2% |
| 5Y | +84.6% | +915.3% | -830.7% | +38.2% |
| 10Y | +430.3% | +3,877.5% | -3,447.2% | +288.3% |
| All | +430.3% | +3,927.3% | -3,496.9% | +288.3% |
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