-2.3%
FERG vs STT
+75.3%
-77.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.2% | +2.3% |
| 7D | 0.0% | +0.5% | -0.5% | -0.2% |
| 30D | -10.2% | +3.9% | -14.0% | -11.7% |
| 3M | -0.6% | +20.0% | -20.5% | -8.9% |
| 6M | -6.5% | +55.3% | -61.8% | -25.0% |
| YTD | +4.2% | +53.3% | -49.2% | -16.5% |
| 1Y | -2.3% | +74.7% | -77.0% | -24.8% |
| All | -2.3% | +75.3% | -77.6% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling