+115.3%
FOXA vs SN
+430.5%
-315.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +2.3% | -5.6% | +7.9% | +3.0% |
| 3M | -2.8% | +48.1% | -50.9% | -8.0% |
| 6M | +9.6% | +57.6% | -48.0% | +2.5% |
| YTD | -9.9% | +56.5% | -66.4% | -15.9% |
| 1Y | +5.4% | +52.6% | -47.2% | -1.4% |
| 3Y | +115.3% | +412.0% | -296.7% | +65.4% |
| All | +115.3% | +430.5% | -315.2% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling