+1,852.2%
SPGI vs FERG
+1,545.2%
+307.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +1.6% | +7.2% | -5.6% | +0.6% |
| 30D | +16.1% | +17.9% | -1.8% | +13.6% |
| 3M | +15.5% | -1.3% | +16.7% | +15.5% |
| 6M | +19.6% | +8.3% | +11.3% | +18.1% |
| YTD | -3.6% | +18.3% | -21.9% | -6.1% |
| 1Y | +2.2% | +4.7% | -2.5% | +1.0% |
| 3Y | +30.1% | +70.3% | -40.2% | +19.8% |
| 5Y | +14.9% | +84.6% | -69.7% | +3.5% |
| 10Y | +334.0% | +430.3% | -96.3% | +263.8% |
| All | +1,852.2% | +1,545.2% | +307.0% | +1,497.6% |
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