+99.6%
FOXA vs SFM
+134.1%
-34.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +4.0% |
| 7D | +2.7% | +6.0% | -3.4% | +2.0% |
| 30D | +10.0% | -19.5% | +29.4% | +12.1% |
| 3M | +5.0% | -37.0% | +42.0% | +10.1% |
| 6M | +3.4% | -41.0% | +44.4% | +9.1% |
| YTD | -5.5% | -34.6% | +29.2% | -1.8% |
| 1Y | +5.5% | -36.3% | +41.8% | +9.9% |
| 3Y | +139.3% | +24.5% | +114.8% | +121.0% |
| 5Y | +77.2% | +115.9% | -38.7% | +46.0% |
| All | +99.6% | +134.1% | -34.5% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling