+19.0%
SPGI vs FERG
+54.4%
-35.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.0% |
| 7D | -2.5% | +3.4% | -5.9% | -3.1% |
| 30D | +5.4% | -11.5% | +16.9% | +7.7% |
| 3M | +9.0% | +1.3% | +7.8% | +8.4% |
| 6M | +0.8% | -1.0% | +1.7% | +0.4% |
| YTD | -12.6% | +3.2% | -15.8% | -13.9% |
| 1Y | -16.1% | -3.0% | -13.2% | -16.6% |
| 3Y | +19.0% | +55.0% | -36.0% | -1.3% |
| All | +19.0% | +54.4% | -35.4% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling