+74.0%
FERG vs STRL
+337.2%
-263.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +15.0% | -3.7% | +9.3% |
| 7D | +7.3% | -13.3% | +20.7% | +8.4% |
| 30D | +18.1% | -43.3% | +61.5% | +25.4% |
| 3M | +1.6% | -46.9% | +48.5% | +8.4% |
| 6M | +8.5% | -65.6% | +74.1% | +20.9% |
| YTD | +18.6% | -5.1% | +23.6% | +8.0% |
| 1Y | +5.7% | -23.1% | +28.8% | -0.3% |
| 3Y | +74.0% | +346.8% | -272.8% | +11.4% |
| All | +74.0% | +337.2% | -263.2% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling