+97.0%
STM vs FERG
+6.5%
+90.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +2.3% |
| 7D | +1.4% | +6.4% | -5.0% | -2.1% |
| 30D | -8.4% | +19.9% | -28.3% | -17.7% |
| 3M | -15.8% | +5.6% | -21.4% | -18.5% |
| 6M | -22.8% | +9.2% | -32.1% | -27.1% |
| YTD | +79.4% | +20.6% | +58.7% | +62.9% |
| 1Y | +97.0% | +5.7% | +91.3% | +88.0% |
| All | +97.0% | +6.5% | +90.4% | +88.0% |
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 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 · 6 months rolling