+90.1%
FOXA vs SM
+184.3%
-94.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.5% | +2.0% |
| 7D | -3.7% | +2.1% | -5.9% | -3.9% |
| 30D | +5.4% | +18.1% | -12.8% | +3.5% |
| 3M | -3.7% | +17.0% | -20.7% | -5.5% |
| 6M | +12.6% | +55.4% | -42.9% | +6.9% |
| YTD | -10.0% | +108.6% | -118.5% | -17.2% |
| 1Y | +15.0% | +45.7% | -30.6% | +9.3% |
| 3Y | +115.1% | -0.3% | +115.4% | +108.5% |
| 5Y | +93.0% | +113.0% | -20.0% | +70.6% |
| All | +90.1% | +184.3% | -94.1% | +29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling