+90.8%
FOXA vs SBAC
+12.6%
+78.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.2% |
| 7D | -4.0% | -0.8% | -3.2% | -3.8% |
| 30D | +12.0% | +6.9% | +5.1% | +10.5% |
| 3M | +0.3% | -8.2% | +8.5% | +1.9% |
| 6M | +12.5% | -1.6% | +14.1% | +12.2% |
| YTD | -9.6% | -0.1% | -9.5% | -10.4% |
| 1Y | +8.6% | -0.5% | +9.0% | +7.7% |
| 3Y | +118.5% | -9.1% | +127.6% | +117.0% |
| 5Y | +88.8% | -43.8% | +132.5% | +109.3% |
| All | +90.8% | +12.6% | +78.2% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling