+90.8%
FOXA vs SAN
+297.4%
-206.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.1% |
| 7D | -4.0% | +1.8% | -5.7% | -4.5% |
| 30D | +12.0% | +2.0% | +10.0% | +11.3% |
| 3M | +0.3% | +19.7% | -19.5% | -6.1% |
| 6M | +12.5% | +30.6% | -18.2% | +1.5% |
| YTD | -9.6% | +28.8% | -38.5% | -18.6% |
| 1Y | +8.6% | +57.8% | -49.2% | -9.4% |
| 3Y | +118.5% | +338.1% | -219.6% | +20.7% |
| 5Y | +88.8% | +384.2% | -295.5% | -4.1% |
| All | +90.8% | +297.4% | -206.6% | -6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling