+90.1%
FOXA vs SFM
+224.6%
-134.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.2% |
| 7D | -3.7% | -8.8% | +5.0% | -2.7% |
| 30D | +5.4% | -14.5% | +19.8% | +7.2% |
| 3M | -3.7% | -16.8% | +13.1% | -1.8% |
| 6M | +12.6% | -5.3% | +17.9% | +12.7% |
| YTD | -10.0% | -9.4% | -0.6% | -9.5% |
| 1Y | +15.0% | -46.2% | +61.2% | +23.0% |
| 3Y | +115.1% | +81.3% | +33.8% | +90.8% |
| 5Y | +93.0% | +211.9% | -118.8% | +52.5% |
| All | +90.1% | +224.6% | -134.5% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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