+282.6%
SPGI vs FERG
+348.1%
-65.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | -8.9% | -1.0% | -7.9% | -8.8% |
| 30D | +0.6% | -11.8% | +12.5% | +2.8% |
| 3M | +2.0% | -1.2% | +3.2% | +2.0% |
| 6M | +0.1% | -2.3% | +2.4% | 0.0% |
| YTD | -16.4% | +0.8% | -17.2% | -17.1% |
| 1Y | -18.9% | +0.5% | -19.4% | -19.8% |
| 3Y | +13.8% | +51.4% | -37.6% | +3.1% |
| 5Y | +0.5% | +67.5% | -67.0% | -11.7% |
| All | +282.6% | +348.1% | -65.5% | +201.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling