+94.6%
FOXA vs SITM
+4,437.5%
-4,342.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.0% |
| 7D | -5.4% | +3.7% | -9.1% | -5.8% |
| 30D | +1.1% | -14.5% | +15.6% | +2.4% |
| 3M | -6.1% | -10.6% | +4.4% | -6.1% |
| 6M | +8.2% | +65.5% | -57.3% | +1.3% |
| YTD | -11.8% | +67.0% | -78.8% | -18.1% |
| 1Y | +9.9% | +138.6% | -128.7% | -2.3% |
| 3Y | +110.7% | +421.8% | -311.1% | +64.7% |
| 5Y | +86.9% | +172.4% | -85.5% | +46.7% |
| All | +94.6% | +4,437.5% | -4,342.8% | +9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling