+1,548.3%
FERG vs STRL
+1,392.9%
+155.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +15.0% | -3.7% | +10.2% |
| 7D | +7.3% | -13.3% | +20.7% | +8.0% |
| 30D | +18.1% | -43.3% | +61.5% | +22.2% |
| 3M | +1.6% | -46.9% | +48.5% | +5.4% |
| 6M | +8.5% | -65.6% | +74.1% | +15.2% |
| YTD | +18.6% | -5.1% | +23.6% | +15.7% |
| 1Y | +5.7% | -23.1% | +28.8% | +4.5% |
| 3Y | +74.0% | +346.8% | -272.8% | +53.2% |
| 5Y | +83.9% | +907.2% | -823.3% | +55.6% |
| 10Y | +494.6% | +3,988.2% | -3,493.6% | +391.7% |
| All | +1,548.3% | +1,392.9% | +155.4% | +1,265.2% |
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 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