+5.1%
SPGI vs FERG
+72.9%
-67.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.9% |
| 7D | -2.5% | +3.4% | -5.9% | -3.4% |
| 30D | +5.4% | -11.5% | +16.9% | +9.1% |
| 3M | +9.0% | +1.3% | +7.8% | +8.0% |
| 6M | +0.8% | -1.0% | +1.7% | +0.1% |
| YTD | -12.6% | +3.2% | -15.8% | -14.6% |
| 1Y | -16.1% | -3.0% | -13.2% | -17.0% |
| 3Y | +19.0% | +55.0% | -36.0% | -6.7% |
| 5Y | +5.1% | +72.6% | -67.6% | -26.7% |
| All | +5.1% | +72.9% | -67.8% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling