+1,832.1%
SPGI vs FERG
+1,516.3%
+315.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -0.9% |
| 7D | -0.8% | +8.2% | -9.0% | -1.9% |
| 30D | +14.3% | +14.4% | -0.1% | +12.2% |
| 3M | +14.5% | +4.3% | +10.2% | +13.7% |
| 6M | +17.3% | +7.9% | +9.4% | +15.8% |
| YTD | -4.6% | +16.3% | -20.8% | -6.9% |
| 1Y | +0.8% | +2.2% | -1.5% | -0.1% |
| 3Y | +28.8% | +67.3% | -38.5% | +18.8% |
| 5Y | +14.0% | +75.3% | -61.4% | +3.0% |
| 10Y | +332.5% | +421.0% | -88.5% | +263.3% |
| All | +1,832.1% | +1,516.3% | +315.8% | +1,484.7% |
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 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