+8.9%
FOXA vs SAN
+23.5%
-14.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.4% | -2.6% | +3.4% |
| 7D | +9.9% | +4.5% | +5.3% | +9.6% |
| 30D | +10.0% | -12.1% | +22.1% | +10.4% |
| 3M | +18.4% | -15.6% | +34.0% | +19.0% |
| 6M | +12.2% | +5.8% | +6.4% | +11.8% |
| YTD | -3.8% | +5.5% | -9.2% | -4.5% |
| 1Y | +8.9% | +23.6% | -14.6% | +4.7% |
| All | +8.9% | +23.5% | -14.5% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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