+86.9%
FOXA vs SPG
+104.0%
-17.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.1% |
| 7D | -5.4% | -1.7% | -3.8% | -4.8% |
| 30D | +1.1% | -6.3% | +7.4% | +3.9% |
| 3M | -6.1% | -2.4% | -3.7% | -5.2% |
| 6M | +8.2% | +9.6% | -1.4% | +3.7% |
| YTD | -11.8% | +14.2% | -26.0% | -17.1% |
| 1Y | +9.9% | +19.3% | -9.4% | +1.3% |
| 3Y | +110.7% | +106.7% | +4.0% | +51.0% |
| 5Y | +86.9% | +104.2% | -17.3% | +29.0% |
| All | +86.9% | +104.0% | -17.1% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 5y: compounded portfolio wealth divided by compounded SPG 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…
5y analysis · Full analysis span regression · 6 months rolling