+139.3%
FOXA vs SMTC
+698.5%
-559.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.1% | +8.2% | +4.3% |
| 7D | +2.7% | +11.0% | -8.4% | +2.2% |
| 30D | +10.0% | -28.5% | +38.5% | +11.1% |
| 3M | +5.0% | -14.2% | +19.2% | +4.5% |
| 6M | +3.4% | -18.0% | +21.4% | +2.1% |
| YTD | -5.5% | +55.5% | -61.0% | -11.6% |
| 1Y | +5.5% | +69.5% | -64.0% | -2.1% |
| 3Y | +139.3% | +699.7% | -560.4% | +79.3% |
| All | +139.3% | +698.5% | -559.2% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling