+1,301.2%
FERG vs SU
+206.1%
+1,095.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.0% | +1.7% | -2.7% | -1.2% |
| 30D | -11.8% | +9.6% | -21.4% | -12.6% |
| 3M | -1.2% | +11.7% | -13.0% | -2.4% |
| 6M | -2.3% | +21.9% | -24.2% | -4.6% |
| YTD | +0.8% | +58.6% | -57.9% | -4.3% |
| 1Y | +0.5% | +66.5% | -66.0% | -5.1% |
| 3Y | +51.4% | +121.4% | -70.0% | +38.5% |
| 5Y | +67.5% | +355.7% | -288.2% | +45.1% |
| 10Y | +348.1% | +264.2% | +83.9% | +281.8% |
| All | +1,301.2% | +206.1% | +1,095.2% | +1,225.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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