+808.2%
SPY vs FERG
+1,348.4%
-540.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -0.7% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +0.1% | -10.2% | +10.2% | +1.3% |
| 3M | +2.0% | -0.6% | +2.6% | +1.9% |
| 6M | +13.0% | -6.5% | +19.5% | +13.7% |
| YTD | +13.5% | +4.2% | +9.4% | +12.7% |
| 1Y | +20.0% | -2.3% | +22.2% | +19.8% |
| 3Y | +77.2% | +48.5% | +28.7% | +68.0% |
| 5Y | +81.9% | +72.0% | +9.9% | +68.6% |
| 10Y | +314.1% | +369.9% | -55.8% | +267.0% |
| All | +808.2% | +1,348.4% | -540.2% | +692.0% |
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