+65.0%
FERG vs SUI
-26.3%
+91.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.3% |
| 7D | -2.1% | +6.2% | -8.3% | -4.2% |
| 30D | +8.7% | +8.6% | +0.1% | +5.3% |
| 3M | -7.4% | +1.0% | -8.4% | -8.0% |
| 6M | -6.6% | -2.6% | -4.0% | -6.3% |
| YTD | +6.6% | -0.1% | +6.7% | +5.8% |
| 1Y | -3.6% | +0.5% | -4.0% | -4.5% |
| 3Y | +56.4% | +15.3% | +41.1% | +44.1% |
| All | +65.0% | -26.3% | +91.3% | +78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling