+90.1%
FOXA vs SBAC
+7.8%
+82.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +4.9% | +2.6% |
| 7D | -3.7% | -5.3% | +1.5% | -2.7% |
| 30D | +5.4% | +0.4% | +5.0% | +5.2% |
| 3M | -3.7% | -11.9% | +8.2% | -1.3% |
| 6M | +12.6% | -4.5% | +17.0% | +13.0% |
| YTD | -10.0% | -4.3% | -5.6% | -9.9% |
| 1Y | +15.0% | -3.9% | +18.9% | +14.9% |
| 3Y | +115.1% | -11.0% | +126.1% | +114.2% |
| 5Y | +93.0% | -44.1% | +137.1% | +113.7% |
| All | +90.1% | +7.8% | +82.3% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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