+3,343.4%
STX vs FERG
+351.3%
+2,992.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.9% |
| 7D | -2.3% | -2.6% | +0.3% | -1.6% |
| 30D | -5.5% | -8.9% | +3.4% | -3.2% |
| 3M | -4.3% | -2.0% | -2.3% | -4.2% |
| 6M | +115.6% | -3.2% | +118.8% | +116.5% |
| YTD | +202.2% | +1.5% | +200.7% | +200.1% |
| 1Y | +325.3% | +0.5% | +324.8% | +323.1% |
| 3Y | +1,283.9% | +50.4% | +1,233.5% | +1,151.6% |
| 5Y | +1,048.3% | +68.7% | +979.6% | +903.0% |
| All | +3,343.4% | +351.3% | +2,992.1% | +2,444.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling