+93.1%
FOXA vs SITM
+187.3%
-94.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.6% |
| YTD | -8.9% | +80.0% | -88.9% | -16.0% |
| 1Y | +13.3% | +145.8% | -132.5% | +0.3% |
| 3Y | +115.4% | +475.9% | -360.5% | +64.8% |
| All | +93.1% | +187.3% | -94.2% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling