+115.4%
FOXA vs SPMO
+155.8%
-40.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.6% | +1.1% |
| 7D | +0.8% | -0.9% | +1.7% | +1.0% |
| 30D | +5.0% | -1.9% | +7.0% | +5.4% |
| 3M | -3.0% | -1.4% | -1.7% | -3.6% |
| 6M | +14.8% | +25.5% | -10.7% | +4.0% |
| YTD | -8.9% | +24.8% | -33.8% | -17.3% |
| 1Y | +13.3% | +24.5% | -11.2% | +2.8% |
| 3Y | +115.4% | +157.1% | -41.7% | +41.7% |
| All | +115.4% | +155.8% | -40.4% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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