+673.8%
STX vs FERG
+69.1%
+604.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.4% |
| 7D | +14.6% | +9.7% | +4.9% | +9.9% |
| 30D | -26.0% | +15.0% | -41.0% | -30.4% |
| 3M | -42.6% | +3.8% | -46.4% | -43.6% |
| 6M | -35.3% | +10.6% | -45.9% | -38.8% |
| YTD | +92.5% | +17.0% | +75.5% | +77.4% |
| 1Y | +102.4% | +7.1% | +95.3% | +93.8% |
| 3Y | +673.8% | +67.7% | +606.1% | +492.5% |
| All | +673.8% | +69.1% | +604.7% | +492.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling