+15.0%
FOXA vs S
+10.1%
+5.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.9% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +5.4% | -11.8% | +17.2% | +6.2% |
| 3M | -3.7% | +33.9% | -37.7% | -6.9% |
| 6M | +12.6% | +40.1% | -27.5% | +8.3% |
| YTD | -10.0% | +32.1% | -42.0% | -13.2% |
| 1Y | +15.0% | +11.0% | +4.0% | +13.5% |
| All | +15.0% | +10.1% | +5.0% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling