+92.4%
FOXA vs SPXS
-98.7%
+191.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +0.5% |
| 7D | +0.8% | +2.5% | -1.7% | +1.5% |
| 30D | +5.0% | +4.2% | +0.8% | +6.3% |
| 3M | -3.0% | -9.3% | +6.3% | -5.3% |
| 6M | +14.8% | -30.7% | +45.5% | +5.0% |
| YTD | -8.9% | -28.1% | +19.1% | -15.5% |
| 1Y | +13.3% | -35.1% | +48.4% | +2.8% |
| 3Y | +115.4% | -79.6% | +195.0% | +53.3% |
| 5Y | +95.3% | -86.3% | +181.6% | +40.0% |
| All | +92.4% | -98.7% | +191.0% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling