+99.6%
FOXA vs SM
+143.7%
-44.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.1% |
| 7D | +2.7% | +9.4% | -6.7% | +1.7% |
| 30D | +10.0% | -14.4% | +24.3% | +11.3% |
| 3M | +5.0% | +1.6% | +3.4% | +4.3% |
| 6M | +3.4% | +6.3% | -3.0% | +1.8% |
| YTD | -5.5% | +78.8% | -84.3% | -12.2% |
| 1Y | +5.5% | +83.1% | -77.6% | -2.3% |
| 3Y | +139.3% | -5.9% | +145.2% | +132.5% |
| 5Y | +77.2% | +4.8% | +72.4% | +66.6% |
| All | +99.6% | +143.7% | -44.1% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling