+1,348.4%
FERG vs SUI
+1,118.2%
+230.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.7% | +2.4% |
| 7D | 0.0% | -2.8% | +2.8% | +0.3% |
| 30D | -10.2% | -1.2% | -9.0% | -10.1% |
| 3M | -0.6% | -1.7% | +1.2% | -0.5% |
| 6M | -6.5% | -10.5% | +3.9% | -5.3% |
| YTD | +4.2% | -1.8% | +6.0% | +4.3% |
| 1Y | -2.3% | -4.1% | +1.8% | -1.9% |
| 3Y | +48.5% | +11.3% | +37.2% | +46.0% |
| 5Y | +72.0% | -32.1% | +104.1% | +73.7% |
| 10Y | +369.9% | +110.4% | +259.4% | +360.6% |
| All | +1,348.4% | +1,118.2% | +230.2% | +1,348.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling