+13.5%
STM vs FERG
+73.2%
-59.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +11.2% | -4.5% | +0.3% |
| 7D | -5.6% | +7.3% | -12.9% | -9.3% |
| 30D | -14.4% | +18.1% | -32.6% | -22.2% |
| 3M | -20.5% | +1.6% | -22.1% | -21.5% |
| 6M | -24.5% | +8.5% | -33.0% | -28.4% |
| YTD | +72.7% | +18.6% | +54.1% | +55.8% |
| 1Y | +91.0% | +5.7% | +85.3% | +82.8% |
| 3Y | +13.5% | +74.0% | -60.5% | -22.4% |
| All | +13.5% | +73.2% | -59.7% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling