+1,577.3%
FERG vs STT
+480.8%
+1,096.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.7% |
| 7D | +6.4% | +0.4% | +6.0% | +6.4% |
| 30D | +19.9% | -0.4% | +20.4% | +20.1% |
| 3M | +5.6% | -6.5% | +12.0% | +6.7% |
| 6M | +9.2% | +17.2% | -7.9% | +6.4% |
| YTD | +20.6% | +38.2% | -17.6% | +14.6% |
| 1Y | +5.7% | +49.3% | -43.6% | -0.8% |
| 3Y | +73.6% | +181.9% | -108.3% | +49.4% |
| 5Y | +86.2% | +106.9% | -20.7% | +62.5% |
| 10Y | +440.7% | +203.1% | +237.5% | +366.4% |
| All | +1,577.3% | +480.8% | +1,096.5% | +1,274.3% |
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