+230.9%
SPOT vs FERG
+50.8%
+180.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -6.9% | -1.0% | -5.8% | -6.7% |
| 30D | +4.1% | -11.8% | +16.0% | +6.0% |
| 3M | +3.7% | -1.2% | +4.9% | +3.6% |
| 6M | -1.6% | -2.3% | +0.7% | -1.6% |
| YTD | -10.2% | +0.8% | -10.9% | -10.9% |
| 1Y | -25.9% | +0.5% | -26.4% | -26.9% |
| All | +230.9% | +50.8% | +180.1% | +198.4% |
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