+71.5%
FERG vs SUI
-32.0%
+103.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.7% | +2.4% |
| 7D | 0.0% | -2.8% | +2.8% | +1.0% |
| 30D | -10.2% | -1.2% | -9.0% | -9.9% |
| 3M | -0.6% | -1.7% | +1.2% | -0.4% |
| 6M | -6.5% | -10.5% | +3.9% | -3.1% |
| YTD | +4.2% | -1.8% | +6.0% | +4.2% |
| 1Y | -2.3% | -4.1% | +1.8% | -1.4% |
| 3Y | +48.5% | +11.3% | +37.2% | +38.9% |
| All | +71.5% | -32.0% | +103.5% | +87.5% |
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