+86.3%
FOXA vs SIRI
-41.0%
+127.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -5.4% | -3.9% | -1.5% | -4.4% |
| 30D | +1.1% | -0.8% | +2.0% | +1.3% |
| 3M | -6.1% | +4.3% | -10.4% | -7.2% |
| 6M | +8.2% | +34.1% | -25.8% | 0.0% |
| YTD | -11.8% | +47.3% | -59.1% | -20.7% |
| 1Y | +9.9% | +22.9% | -13.0% | +3.3% |
| 3Y | +110.7% | -24.6% | +135.3% | +112.4% |
| 5Y | +86.9% | -43.2% | +130.1% | +92.4% |
| All | +86.3% | -41.0% | +127.3% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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