+22.5%
STM vs FERG
+72.9%
-50.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.1% |
| 7D | +5.2% | +3.4% | +1.8% | +3.0% |
| 30D | -7.4% | -11.5% | +4.1% | -0.1% |
| 3M | -30.6% | +1.3% | -31.9% | -31.6% |
| 6M | +66.4% | -1.0% | +67.3% | +66.2% |
| YTD | +101.1% | +3.2% | +97.9% | +95.3% |
| 1Y | +97.4% | -3.0% | +100.3% | +97.1% |
| 3Y | +21.1% | +55.0% | -33.9% | -17.9% |
| 5Y | +22.5% | +72.6% | -50.2% | -29.2% |
| All | +22.5% | +72.9% | -50.4% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling