+1,348.4%
FERG vs STT
+544.3%
+804.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.2% | +2.3% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | -10.2% | +3.9% | -14.0% | -10.7% |
| 3M | -0.6% | +20.0% | -20.5% | -3.5% |
| 6M | -6.5% | +55.3% | -61.8% | -12.8% |
| YTD | +4.2% | +53.3% | -49.2% | -2.7% |
| 1Y | -2.3% | +74.7% | -77.0% | -10.5% |
| 3Y | +48.5% | +205.8% | -157.3% | +26.0% |
| 5Y | +72.0% | +145.0% | -73.0% | +47.2% |
| 10Y | +369.9% | +266.0% | +103.9% | +296.6% |
| All | +1,348.4% | +544.3% | +804.1% | +1,067.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling