+8.6%
FOXA vs SMTC
+154.8%
-146.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +9.2% | -12.6% | -3.3% |
| 7D | -4.0% | +12.7% | -16.7% | -3.9% |
| 30D | +12.0% | +22.0% | -10.0% | +12.1% |
| 3M | +0.3% | -12.7% | +12.9% | +0.4% |
| 6M | +12.5% | +64.8% | -52.3% | +10.3% |
| YTD | -9.6% | +100.7% | -110.3% | -11.7% |
| 1Y | +8.6% | +146.9% | -138.3% | +6.4% |
| All | +8.6% | +154.8% | -146.2% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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