+8.6%
FOXA vs SN
+46.4%
-37.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.3% | -3.4% |
| 7D | -4.0% | -9.3% | +5.4% | -3.7% |
| 30D | +12.0% | -4.8% | +16.8% | +12.1% |
| 3M | +0.3% | +40.4% | -40.2% | 0.0% |
| 6M | +12.5% | +50.9% | -38.5% | +12.5% |
| YTD | -9.6% | +54.9% | -64.6% | -9.6% |
| 1Y | +8.6% | +43.0% | -34.4% | +5.2% |
| All | +8.6% | +46.4% | -37.8% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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