+90.8%
FOXA vs SGI
+417.3%
-326.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.5% |
| 7D | -4.0% | +8.5% | -12.5% | -5.9% |
| 30D | +12.0% | +0.7% | +11.3% | +11.5% |
| 3M | +0.3% | +0.6% | -0.3% | -0.6% |
| 6M | +12.5% | -17.9% | +30.4% | +16.4% |
| YTD | -9.6% | -21.2% | +11.5% | -5.7% |
| 1Y | +8.6% | -18.9% | +27.4% | +12.0% |
| 3Y | +118.5% | +52.6% | +65.9% | +86.5% |
| 5Y | +88.8% | +60.7% | +28.0% | +52.5% |
| All | +90.8% | +417.3% | -326.5% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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