+88.8%
FOXA vs S
-56.8%
+145.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.4% |
| 7D | -4.0% | -7.7% | +3.7% | -3.3% |
| 30D | +12.0% | -5.3% | +17.3% | +12.3% |
| 3M | +0.3% | +20.3% | -20.0% | -1.9% |
| 6M | +12.5% | +47.4% | -34.9% | +7.5% |
| YTD | -9.6% | +32.5% | -42.2% | -12.9% |
| 1Y | +8.6% | +9.5% | -0.9% | +6.4% |
| 3Y | +118.5% | +15.5% | +103.0% | +108.9% |
| 5Y | +88.8% | -71.2% | +160.0% | +86.1% |
| All | +88.8% | -56.8% | +145.5% | +88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling