+83.9%
FERG vs STT
+108.8%
-24.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +3.2% | +8.0% | +9.8% |
| 7D | +7.3% | +0.9% | +6.4% | +7.1% |
| 30D | +18.1% | -2.3% | +20.5% | +19.4% |
| 3M | +1.6% | -7.0% | +8.6% | +4.9% |
| 6M | +8.5% | +15.5% | -7.0% | +1.1% |
| YTD | +18.6% | +35.6% | -17.0% | +2.5% |
| 1Y | +5.7% | +47.9% | -42.1% | -12.1% |
| 3Y | +74.0% | +181.1% | -107.1% | +8.0% |
| 5Y | +83.9% | +108.2% | -24.3% | +18.5% |
| All | +83.9% | +108.8% | -24.9% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling