+123.8%
STX vs FERG
+3.8%
+120.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.7% | -10.8% | -9.2% |
| 7D | -20.2% | +7.7% | -27.9% | -22.8% |
| 30D | -37.2% | +11.5% | -48.7% | -40.3% |
| 3M | -34.1% | -2.4% | -31.7% | -33.6% |
| 6M | -24.5% | -4.0% | -20.5% | -22.0% |
| YTD | +102.9% | +13.4% | +89.6% | +84.6% |
| 1Y | +123.8% | +3.1% | +120.7% | +115.8% |
| All | +123.8% | +3.8% | +120.0% | +115.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling