+72.6%
FERG vs STT
+150.3%
-77.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | +3.4% | +2.2% | +1.2% | +2.4% |
| 30D | -11.5% | +3.9% | -15.4% | -13.1% |
| 3M | +1.3% | +19.2% | -17.9% | -6.8% |
| 6M | -1.0% | +60.4% | -61.3% | -20.3% |
| YTD | +3.2% | +51.5% | -48.2% | -15.0% |
| 1Y | -3.0% | +76.3% | -79.2% | -25.5% |
| 3Y | +55.0% | +200.7% | -145.7% | -6.7% |
| 5Y | +72.6% | +157.5% | -84.8% | +1.3% |
| All | +72.6% | +150.3% | -77.7% | +1.3% |
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