+72.2%
FOX vs SPY
+200.7%
-128.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | -0.2% |
| 7D | +8.1% | +0.1% | +8.1% | +8.0% |
| 30D | +8.3% | -3.3% | +11.6% | +11.1% |
| 3M | +6.6% | -2.4% | +9.0% | +8.5% |
| 6M | +7.4% | +2.6% | +4.9% | +4.5% |
| YTD | -5.8% | +11.2% | -17.1% | -14.5% |
| 1Y | +2.8% | +13.4% | -10.6% | -8.2% |
| 3Y | +126.8% | +79.9% | +46.9% | +35.5% |
| 5Y | +71.8% | +72.2% | -0.4% | +5.8% |
| All | +72.2% | +200.7% | -128.5% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling