+8.9%
FOXA vs SM
+70.4%
-61.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -15.3% | +19.1% | +4.3% |
| 7D | +9.9% | -21.5% | +31.4% | +10.9% |
| 30D | +10.0% | -11.4% | +21.4% | +10.0% |
| 3M | +18.4% | +0.6% | +17.8% | +17.2% |
| 6M | +12.2% | +0.2% | +11.9% | +10.5% |
| YTD | -3.8% | +69.7% | -73.4% | -7.4% |
| 1Y | +8.9% | +71.6% | -62.6% | +5.0% |
| All | +8.9% | +70.4% | -61.4% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling