+754.0%
STM vs FERG
+1,348.4%
-594.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.3% |
| 7D | +5.8% | 0.0% | +5.8% | +5.8% |
| 30D | -1.0% | -10.2% | +9.2% | +1.5% |
| 3M | -33.3% | -0.6% | -32.7% | -33.2% |
| 6M | +57.4% | -6.5% | +63.9% | +59.9% |
| YTD | +102.2% | +4.2% | +98.0% | +100.4% |
| 1Y | +99.6% | -2.3% | +101.9% | +100.3% |
| 3Y | +14.5% | +48.5% | -34.0% | +5.0% |
| 5Y | +21.4% | +72.0% | -50.6% | +7.6% |
| 10Y | +695.0% | +369.9% | +325.1% | +558.0% |
| All | +754.0% | +1,348.4% | -594.4% | +612.5% |
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