+70.2%
FOXA vs SFM
+112.8%
-42.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -5.0% | -3.5% |
| 7D | -2.9% | -0.4% | -2.5% | -2.9% |
| 30D | +5.1% | -19.2% | +24.3% | +6.6% |
| 3M | +4.7% | -40.3% | +45.0% | +8.7% |
| 6M | -0.2% | -40.9% | +40.6% | +3.6% |
| YTD | -9.2% | -35.5% | +26.3% | -6.5% |
| 1Y | -0.6% | -37.4% | +36.9% | +2.6% |
| 3Y | +125.7% | +25.5% | +100.2% | +116.8% |
| 5Y | +70.2% | +113.0% | -42.9% | +55.5% |
| All | +70.2% | +112.8% | -42.6% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling