+1,577.3%
FERG vs STRL
+1,460.6%
+116.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -3.0% | +1.6% |
| 7D | +6.4% | +7.1% | -0.7% | +5.9% |
| 30D | +19.9% | -39.4% | +59.3% | +23.5% |
| 3M | +5.6% | -43.0% | +48.5% | +9.0% |
| 6M | +9.2% | -65.0% | +74.2% | +15.8% |
| YTD | +20.6% | -0.8% | +21.4% | +17.4% |
| 1Y | +5.7% | -20.3% | +26.0% | +4.2% |
| 3Y | +73.6% | +356.5% | -282.9% | +52.5% |
| 5Y | +86.2% | +952.8% | -866.6% | +57.1% |
| 10Y | +440.7% | +3,877.1% | -3,436.4% | +346.1% |
| All | +1,577.3% | +1,460.6% | +116.7% | +1,284.8% |
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