+123.9%
SBUX vs FERG
+351.3%
-227.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -5.5% | -2.6% | -2.9% | -5.1% |
| 30D | -8.5% | -8.9% | +0.4% | -7.0% |
| 3M | -2.9% | -2.0% | -0.9% | -2.8% |
| 6M | -1.5% | -3.2% | +1.7% | -1.4% |
| YTD | +19.4% | +1.5% | +17.9% | +18.5% |
| 1Y | +22.9% | +0.5% | +22.5% | +22.1% |
| 3Y | +11.3% | +50.4% | -39.1% | +3.2% |
| 5Y | -6.9% | +68.7% | -75.5% | -16.0% |
| All | +123.9% | +351.3% | -227.4% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 10y: compounded portfolio wealth divided by compounded FERG 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…
10y analysis · Full analysis span regression · 6 months rolling