+252.8%
SPOT vs FERG
+248.3%
+4.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -3.1% | -2.6% | -0.5% | -2.5% |
| 30D | +7.4% | -8.9% | +16.3% | +9.6% |
| 3M | +8.2% | -2.0% | +10.2% | +8.2% |
| 6M | +2.2% | -3.2% | +5.4% | +2.2% |
| YTD | -9.5% | +1.5% | -11.0% | -10.7% |
| 1Y | -23.8% | +0.5% | -24.3% | -25.1% |
| 3Y | +233.5% | +50.4% | +183.1% | +189.8% |
| 5Y | +112.2% | +68.7% | +43.5% | +75.3% |
| All | +252.8% | +248.3% | +4.5% | +166.1% |
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