+90.8%
FOXA vs SM
+171.3%
-80.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -3.1% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | +12.0% | +26.3% | -14.3% | +9.2% |
| 3M | +0.3% | +8.7% | -8.4% | -0.9% |
| 6M | +12.5% | +51.7% | -39.2% | +7.0% |
| YTD | -9.6% | +99.0% | -108.7% | -16.5% |
| 1Y | +8.6% | +34.6% | -26.0% | +4.0% |
| 3Y | +118.5% | -7.8% | +126.3% | +113.4% |
| 5Y | +88.8% | +104.8% | -16.0% | +67.5% |
| All | +90.8% | +171.3% | -80.5% | +30.8% |
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