+90.1%
FOXA vs SAN
+289.4%
-199.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -3.7% | -2.8% | -0.9% | -2.8% |
| 30D | +5.4% | -0.5% | +5.9% | +5.5% |
| 3M | -3.7% | +22.7% | -26.5% | -10.5% |
| 6M | +12.6% | +28.8% | -16.2% | +2.1% |
| YTD | -10.0% | +26.3% | -36.2% | -18.4% |
| 1Y | +15.0% | +48.8% | -33.8% | -2.0% |
| 3Y | +115.1% | +347.2% | -232.1% | +17.7% |
| 5Y | +93.0% | +383.8% | -290.7% | -2.2% |
| All | +90.1% | +289.4% | -199.3% | -6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling