+432.9%
SNXX vs FERG
-8.9%
+441.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.3% | +21.1% | +19.6% |
| 7D | +34.9% | 0.0% | +34.9% | +35.2% |
| 30D | +52.5% | -10.2% | +62.7% | +78.9% |
| 3M | -41.3% | -0.6% | -40.8% | -39.9% |
| 6M | +293.8% | -6.5% | +300.3% | +325.9% |
| All | +432.9% | -8.9% | +441.8% | +519.4% |
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 · 6 months rolling