+90.3%
FOXA vs SPXS
-98.7%
+189.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | +0.1% |
| 7D | -0.6% | -1.5% | +0.9% | -1.0% |
| 30D | +2.3% | +3.7% | -1.3% | +3.4% |
| 3M | -2.8% | -9.6% | +6.7% | -5.2% |
| 6M | +9.6% | -32.4% | +42.0% | -0.4% |
| YTD | -9.9% | -28.7% | +18.8% | -16.6% |
| 1Y | +5.4% | -38.1% | +43.5% | -5.7% |
| 3Y | +115.3% | -80.1% | +195.4% | +52.1% |
| 5Y | +93.1% | -85.9% | +179.0% | +39.5% |
| All | +90.3% | -98.7% | +189.0% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling