+64.8%
SLB vs FERG
+82.8%
-18.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.2% | -10.3% | -3.0% |
| 7D | -3.7% | +7.3% | -11.0% | -6.3% |
| 30D | +2.9% | +18.1% | -15.2% | -3.3% |
| 3M | +0.2% | +1.6% | -1.4% | -0.8% |
| 6M | -4.4% | +8.5% | -13.0% | -8.0% |
| YTD | +33.4% | +18.6% | +14.9% | +24.2% |
| 1Y | +40.8% | +5.7% | +35.1% | +36.2% |
| 3Y | +3.2% | +74.0% | -70.8% | -19.0% |
| 5Y | +64.8% | +83.9% | -19.1% | +14.5% |
| All | +64.8% | +82.8% | -18.0% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling