+112.9%
FOXA vs SPXS
-79.1%
+192.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +2.4% |
| 7D | -3.7% | +6.4% | -10.1% | -2.6% |
| 30D | +5.4% | +6.0% | -0.6% | +6.6% |
| 3M | -3.7% | -11.6% | +7.9% | -5.9% |
| 6M | +12.6% | -28.7% | +41.3% | +5.7% |
| YTD | -10.0% | -26.3% | +16.3% | -14.6% |
| 1Y | +15.0% | -34.9% | +50.0% | +6.5% |
| All | +112.9% | -79.1% | +192.0% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling