-9.2%
STM vs FERG
+82.8%
-92.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +11.2% | -4.5% | -0.4% |
| 7D | -5.6% | +7.3% | -12.9% | -9.8% |
| 30D | -14.4% | +18.1% | -32.6% | -23.2% |
| 3M | -20.5% | +1.6% | -22.1% | -21.6% |
| 6M | -24.5% | +8.5% | -33.0% | -28.9% |
| YTD | +72.7% | +18.6% | +54.1% | +53.3% |
| 1Y | +91.0% | +5.7% | +85.3% | +81.7% |
| 3Y | +13.5% | +74.0% | -60.5% | -27.8% |
| 5Y | -9.2% | +83.9% | -93.1% | -49.7% |
| All | -9.2% | +82.8% | -92.0% | -49.7% |
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