+104.0%
FOXA vs SN
+490.7%
-386.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.3% | -3.3% |
| 7D | -4.0% | -9.3% | +5.4% | -2.9% |
| 30D | +12.0% | -4.8% | +16.8% | +12.5% |
| 3M | +0.3% | +40.4% | -40.2% | -3.7% |
| 6M | +12.5% | +50.9% | -38.5% | +7.0% |
| YTD | -9.6% | +54.9% | -64.6% | -14.6% |
| 1Y | +8.6% | +43.0% | -34.4% | +3.6% |
| 3Y | +118.5% | +391.8% | -273.3% | +88.6% |
| All | +104.0% | +490.7% | -386.7% | +75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling