+358.9%
FERG vs SUI
+104.3%
+254.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | +3.4% | -3.1% | +6.5% | +4.0% |
| 30D | -11.5% | -2.3% | -9.2% | -11.2% |
| 3M | +1.3% | -2.8% | +4.1% | +1.6% |
| 6M | -1.0% | -12.4% | +11.4% | +1.3% |
| YTD | +3.2% | -3.3% | +6.5% | +3.6% |
| 1Y | -3.0% | -5.8% | +2.9% | -2.1% |
| 3Y | +55.0% | +12.5% | +42.5% | +50.8% |
| 5Y | +72.6% | -32.9% | +105.5% | +75.2% |
| 10Y | +358.9% | +104.4% | +254.5% | +387.9% |
| All | +358.9% | +104.3% | +254.6% | +387.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 10y: compounded portfolio wealth divided by compounded SUI 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…
10y analysis · Full analysis span regression · 6 months rolling