+90.8%
FOXA vs SFM
+266.0%
-175.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.9% | -6.3% | -3.7% |
| 7D | -4.0% | -0.1% | -3.9% | -4.0% |
| 30D | +12.0% | -4.4% | +16.3% | +12.5% |
| 3M | +0.3% | +1.5% | -1.3% | 0.0% |
| 6M | +12.5% | +6.5% | +6.0% | +11.1% |
| YTD | -9.6% | +2.2% | -11.8% | -10.4% |
| 1Y | +8.6% | -41.9% | +50.5% | +15.3% |
| 3Y | +118.5% | +106.8% | +11.8% | +90.8% |
| 5Y | +88.8% | +231.6% | -142.8% | +48.8% |
| All | +90.8% | +266.0% | -175.2% | +50.5% |
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 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