+130.1%
FOX vs SPY
+78.1%
+52.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.3% |
| 7D | +2.7% | +2.6% | +0.1% | +1.3% |
| 30D | +9.8% | -2.0% | +11.7% | +10.9% |
| 3M | +5.7% | -2.8% | +8.5% | +7.2% |
| 6M | +3.3% | +2.1% | +1.1% | +1.5% |
| YTD | -4.9% | +11.5% | -16.4% | -11.6% |
| 1Y | +4.7% | +13.5% | -8.7% | -3.8% |
| 3Y | +130.1% | +77.7% | +52.4% | +48.1% |
| All | +130.1% | +78.1% | +52.0% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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