+795.0%
SPY vs FERG
+1,516.3%
-721.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.3% | +0.1% |
| 7D | +3.3% | +8.2% | -4.9% | +2.2% |
| 30D | -2.7% | +14.4% | -17.1% | -4.3% |
| 3M | -1.7% | +4.3% | -6.1% | -2.4% |
| 6M | +3.1% | +7.9% | -4.8% | +1.9% |
| YTD | +11.9% | +16.3% | -4.4% | +9.5% |
| 1Y | +12.0% | +2.2% | +9.7% | +11.2% |
| 3Y | +78.2% | +67.3% | +10.9% | +66.5% |
| 5Y | +73.2% | +75.3% | -2.1% | +58.9% |
| 10Y | +309.6% | +421.0% | -111.4% | +258.0% |
| All | +795.0% | +1,516.3% | -721.3% | +669.3% |
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