+664.5%
STM vs FERG
+352.7%
+311.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.3% |
| 7D | +1.7% | +0.9% | +0.8% | +1.3% |
| 30D | -5.2% | -15.1% | +9.9% | +0.4% |
| 3M | -29.6% | -4.8% | -24.8% | -28.4% |
| 6M | +54.4% | -2.5% | +56.8% | +55.6% |
| YTD | +99.5% | +1.8% | +97.7% | +98.3% |
| 1Y | +100.8% | -0.3% | +101.1% | +100.1% |
| 3Y | +20.2% | +52.9% | -32.8% | +4.0% |
| 5Y | +21.1% | +69.3% | -48.1% | +0.5% |
| 10Y | +664.5% | +352.7% | +311.8% | +492.0% |
| All | +664.5% | +352.7% | +311.8% | +492.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling