+1,077.4%
STX vs FERG
+70.2%
+1,007.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.7% | -1.4% |
| 7D | +9.6% | +0.9% | +8.7% | +9.1% |
| 30D | +10.6% | -15.1% | +25.7% | +19.3% |
| 3M | +4.8% | -4.8% | +9.6% | +6.4% |
| 6M | +137.3% | -2.5% | +139.7% | +137.2% |
| YTD | +222.5% | +1.8% | +220.7% | +215.8% |
| 1Y | +366.2% | -0.3% | +366.5% | +359.6% |
| 3Y | +1,352.9% | +52.9% | +1,300.0% | +1,005.1% |
| 5Y | +1,077.4% | +69.3% | +1,008.1% | +707.2% |
| All | +1,077.4% | +70.2% | +1,007.3% | +707.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling