+5.2%
SSPC vs FERG
+6.3%
-1.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.7% | +5.1% | +9.6% |
| 7D | +11.8% | +7.7% | +4.1% | +17.7% |
| 30D | +44.7% | +11.5% | +33.3% | +56.5% |
| 3M | -40.7% | -2.4% | -38.3% | -43.4% |
| All | +5.2% | +6.3% | -1.1% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling