-26.3%
SKHY vs FERG
+4.9%
-31.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -5.2% | -8.2% | -13.7% |
| 7D | -23.6% | -2.0% | -21.6% | -23.0% |
| 30D | -32.1% | +5.5% | -37.6% | -29.9% |
| 3M | -18.0% | -7.3% | -10.6% | -21.5% |
| All | -26.3% | +4.9% | -31.2% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling