+1,348.4%
FERG vs STRL
+2,398.7%
-1,050.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.4% | +1.9% |
| 7D | 0.0% | +3.4% | -3.4% | -0.3% |
| 30D | -10.2% | -9.2% | -0.9% | -9.7% |
| 3M | -0.6% | -51.0% | +50.5% | +3.7% |
| 6M | -6.5% | +15.8% | -22.3% | -9.3% |
| YTD | +4.2% | +58.9% | -54.7% | -1.3% |
| 1Y | -2.3% | +68.5% | -70.8% | -8.0% |
| 3Y | +48.5% | +485.2% | -436.7% | +28.2% |
| 5Y | +72.0% | +2,005.1% | -1,933.1% | +40.9% |
| 10Y | +369.9% | +7,118.0% | -6,748.1% | +277.0% |
| All | +1,348.4% | +2,398.7% | -1,050.3% | +1,065.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling