+1,382.0%
FERG vs SUI
+1,139.4%
+242.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.6% |
| 7D | -2.1% | +6.2% | -8.3% | -2.9% |
| 30D | +8.7% | +8.6% | +0.1% | +7.5% |
| 3M | -7.4% | +1.0% | -8.4% | -7.6% |
| 6M | -6.6% | -2.6% | -4.0% | -6.5% |
| YTD | +6.6% | -0.1% | +6.7% | +6.4% |
| 1Y | -3.6% | +0.5% | -4.0% | -3.8% |
| 3Y | +56.4% | +15.3% | +41.1% | +53.2% |
| 5Y | +67.5% | -26.1% | +93.6% | +68.3% |
| 10Y | +434.6% | +117.8% | +316.7% | +422.4% |
| All | +1,382.0% | +1,139.4% | +242.6% | +1,377.9% |
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 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