+368.8%
SNXX vs FERG
-11.3%
+380.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.7% | -7.8% | -8.2% |
| 7D | -12.0% | -2.6% | -9.5% | -8.3% |
| 30D | +37.9% | -8.9% | +46.8% | +61.0% |
| 3M | -52.7% | -2.0% | -50.6% | -50.1% |
| 6M | +194.8% | -3.2% | +198.0% | +202.2% |
| All | +368.8% | -11.3% | +380.0% | +468.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling