+421.0%
FERG vs SUI
+120.9%
+300.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.5% |
| 7D | +8.2% | -3.8% | +12.0% | +9.0% |
| 30D | +14.4% | +3.9% | +10.4% | +13.4% |
| 3M | +4.3% | +0.2% | +4.1% | +4.1% |
| 6M | +7.9% | -4.2% | +12.0% | +8.4% |
| YTD | +16.3% | -2.5% | +18.8% | +16.4% |
| 1Y | +2.2% | -4.0% | +6.3% | +2.7% |
| 3Y | +67.3% | +16.5% | +50.8% | +61.5% |
| 5Y | +75.3% | -27.2% | +102.5% | +77.7% |
| All | +421.0% | +120.9% | +300.1% | +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