+66.7%
SNXX vs FERG
-0.9%
+67.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.7% | -18.5% | -19.0% |
| 7D | -47.8% | +7.7% | -55.5% | -53.2% |
| 30D | -66.0% | +11.5% | -77.5% | -71.5% |
| 3M | -57.5% | -2.4% | -55.1% | -56.6% |
| 6M | -66.7% | -4.0% | -62.7% | -63.5% |
| All | +66.7% | -0.9% | +67.6% | +68.5% |
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 · 6 months rolling