+78.0%
FERG vs SUI
-26.4%
+104.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | +9.7% | -1.5% | +11.2% | +10.3% |
| 30D | +15.0% | +3.7% | +11.3% | +13.3% |
| 3M | +3.8% | -0.4% | +4.1% | +3.6% |
| 6M | +10.6% | -2.8% | +13.4% | +11.0% |
| YTD | +17.0% | -1.6% | +18.6% | +16.7% |
| 1Y | +7.1% | -2.1% | +9.1% | +7.1% |
| 3Y | +67.7% | +18.5% | +49.3% | +52.8% |
| All | +78.0% | -26.4% | +104.5% | +93.2% |
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