+657.6%
STM vs FERG
+1,577.3%
-919.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +3.0% |
| 7D | +1.4% | +6.4% | -5.0% | 0.0% |
| 30D | -8.4% | +19.9% | -28.3% | -12.4% |
| 3M | -15.8% | +5.6% | -21.4% | -16.9% |
| 6M | -22.8% | +9.2% | -32.1% | -24.6% |
| YTD | +79.4% | +20.6% | +58.7% | +71.5% |
| 1Y | +97.0% | +5.7% | +91.3% | +93.9% |
| 3Y | +14.2% | +73.6% | -59.4% | +0.9% |
| 5Y | -4.5% | +86.2% | -90.7% | -17.9% |
| 10Y | +463.1% | +440.7% | +22.4% | +349.6% |
| All | +657.6% | +1,577.3% | -919.7% | +509.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling