+92.4%
FOXA vs SMTC
+207.0%
-114.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | +0.5% |
| 7D | +0.8% | +13.1% | -12.3% | -0.8% |
| 30D | +5.0% | +19.5% | -14.4% | +2.2% |
| 3M | -3.0% | +2.2% | -5.3% | -5.0% |
| 6M | +14.8% | +94.9% | -80.1% | +1.2% |
| YTD | -8.9% | +127.0% | -135.9% | -21.9% |
| 1Y | +13.3% | +174.6% | -161.2% | -6.4% |
| 3Y | +115.4% | +615.9% | -500.5% | +33.5% |
| 5Y | +95.3% | +125.6% | -30.3% | +52.2% |
| All | +92.4% | +207.0% | -114.7% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling