-6.3%
SLB vs FERG
+10.2%
-16.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.2% | +1.9% |
| 7D | -1.2% | +6.4% | -7.6% | -1.9% |
| 30D | +4.5% | +19.9% | -15.4% | +2.3% |
| 3M | -4.6% | +5.6% | -10.1% | -5.8% |
| 6M | -6.3% | +9.2% | -15.5% | -7.6% |
| All | -6.3% | +10.2% | -16.5% | -7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling