+90.8%
FOXA vs SPY
+208.5%
-117.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.1% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | +12.0% | +0.1% | +11.9% | +11.9% |
| 3M | +0.3% | +2.0% | -1.7% | -1.7% |
| 6M | +12.5% | +13.0% | -0.5% | +1.4% |
| YTD | -9.6% | +13.5% | -23.2% | -18.9% |
| 1Y | +8.6% | +20.0% | -11.4% | -6.9% |
| 3Y | +118.5% | +77.2% | +41.4% | +34.5% |
| 5Y | +88.8% | +81.9% | +6.9% | +12.6% |
| All | +90.8% | +208.5% | -117.7% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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