+7.1%
FERG vs STRL
-22.7%
+29.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.8% |
| 7D | +9.7% | +15.7% | -5.9% | +8.6% |
| 30D | +15.0% | -35.5% | +50.5% | +17.2% |
| 3M | +3.8% | -47.1% | +50.9% | +6.8% |
| 6M | +10.6% | -65.8% | +76.4% | +16.3% |
| YTD | +17.0% | -4.5% | +21.5% | +7.6% |
| 1Y | +7.1% | -10.5% | +17.6% | -1.1% |
| All | +7.1% | -22.7% | +29.8% | -1.1% |
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 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