+74.0%
FERG vs STT
+178.8%
-104.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +3.2% | +8.0% | +9.6% |
| 7D | +7.3% | +0.9% | +6.4% | +7.0% |
| 30D | +18.1% | -2.3% | +20.5% | +19.6% |
| 3M | +1.6% | -7.0% | +8.6% | +5.2% |
| 6M | +8.5% | +15.5% | -7.0% | -0.2% |
| YTD | +18.6% | +35.6% | -17.0% | -0.4% |
| 1Y | +5.7% | +47.9% | -42.1% | -15.2% |
| 3Y | +74.0% | +181.1% | -107.1% | +0.8% |
| All | +74.0% | +178.8% | -104.8% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling