+352.7%
FERG vs STT
+262.1%
+90.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.9% | +1.0% | -0.1% | +0.7% |
| 30D | -15.1% | +2.8% | -17.9% | -15.6% |
| 3M | -4.8% | +18.1% | -23.0% | -8.2% |
| 6M | -2.5% | +59.2% | -61.7% | -11.5% |
| YTD | +1.8% | +51.5% | -49.7% | -6.7% |
| 1Y | -0.3% | +75.7% | -76.0% | -11.3% |
| 3Y | +52.9% | +200.8% | -147.8% | +23.6% |
| 5Y | +69.3% | +155.8% | -86.5% | +37.3% |
| 10Y | +352.7% | +266.4% | +86.3% | +274.5% |
| All | +352.7% | +262.1% | +90.6% | +274.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling