+5,425.4%
STX vs FERG
+1,526.4%
+3,899.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | +14.6% | +9.7% | +4.9% | +12.7% |
| 30D | -26.0% | +15.0% | -41.0% | -27.7% |
| 3M | -42.6% | +3.8% | -46.4% | -43.0% |
| 6M | -35.3% | +10.6% | -45.9% | -36.6% |
| YTD | +92.5% | +17.0% | +75.5% | +87.0% |
| 1Y | +102.4% | +7.1% | +95.3% | +99.5% |
| 3Y | +673.8% | +67.7% | +606.1% | +610.7% |
| 5Y | +463.1% | +76.4% | +386.6% | +406.4% |
| 10Y | +2,014.6% | +424.2% | +1,590.3% | +1,689.5% |
| All | +5,425.4% | +1,526.4% | +3,899.1% | +4,670.2% |
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 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