+56.9%
FERG vs STRL
+509.6%
-452.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.4% | +1.6% |
| 7D | 0.0% | +3.4% | -3.4% | -0.5% |
| 30D | -10.2% | -9.2% | -0.9% | -9.2% |
| 3M | -0.6% | -51.0% | +50.5% | +7.9% |
| 6M | -6.5% | +15.8% | -22.3% | -13.6% |
| YTD | +4.2% | +58.9% | -54.7% | -9.6% |
| 1Y | -2.3% | +68.5% | -70.8% | -16.9% |
| All | +56.9% | +509.6% | -452.7% | -0.2% |
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