+8,775.6%
STX vs FERG
+1,348.4%
+7,427.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.3% | +4.0% | +5.9% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | +1.4% | -10.2% | +11.6% | +3.2% |
| 3M | -8.2% | -0.6% | -7.6% | -8.4% |
| 6M | +127.0% | -6.5% | +133.6% | +129.2% |
| YTD | +209.1% | +4.2% | +205.0% | +206.5% |
| 1Y | +365.4% | -2.3% | +367.7% | +366.0% |
| 3Y | +1,135.4% | +48.5% | +1,086.9% | +1,058.6% |
| 5Y | +991.5% | +72.0% | +919.5% | +897.4% |
| 10Y | +3,695.8% | +369.9% | +3,325.9% | +3,174.5% |
| All | +8,775.6% | +1,348.4% | +7,427.2% | +7,719.7% |
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