+810.7%
SPYM vs FERG
+1,315.5%
-504.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -0.4% | +0.9% | -1.3% | -0.5% |
| 30D | -1.4% | -15.1% | +13.7% | +0.5% |
| 3M | +3.7% | -4.8% | +8.6% | +4.2% |
| 6M | +13.0% | -2.5% | +15.5% | +13.1% |
| YTD | +12.5% | +1.8% | +10.7% | +12.0% |
| 1Y | +18.6% | -0.3% | +18.9% | +18.2% |
| 3Y | +78.0% | +52.9% | +25.1% | +68.7% |
| 5Y | +82.3% | +69.3% | +13.0% | +69.7% |
| 10Y | +322.9% | +352.7% | -29.8% | +276.3% |
| All | +810.7% | +1,315.5% | -504.8% | +700.4% |
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 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