+101.0%
FOXA vs SITM
+4,789.7%
-4,688.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.4% | +0.7% |
| 7D | +0.8% | +3.9% | -3.1% | +0.5% |
| 30D | +5.0% | -6.6% | +11.6% | +5.5% |
| 3M | -3.0% | -11.9% | +8.8% | -2.9% |
| 6M | +14.8% | +81.1% | -66.4% | +6.5% |
| YTD | -8.9% | +80.0% | -88.9% | -16.0% |
| 1Y | +13.3% | +145.8% | -132.5% | +0.5% |
| 3Y | +115.4% | +475.9% | -360.5% | +66.9% |
| 5Y | +95.3% | +189.2% | -93.9% | +52.5% |
| All | +101.0% | +4,789.7% | -4,688.7% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling