+99.6%
FOXA vs SPY
+202.9%
-103.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.4% |
| 7D | +2.7% | +2.6% | +0.1% | +0.7% |
| 30D | +10.0% | -2.0% | +12.0% | +11.6% |
| 3M | +5.0% | -2.8% | +7.8% | +7.1% |
| 6M | +3.4% | +2.1% | +1.2% | +1.0% |
| YTD | -5.5% | +11.5% | -17.0% | -14.1% |
| 1Y | +5.5% | +13.5% | -7.9% | -5.5% |
| 3Y | +139.3% | +77.7% | +61.6% | +46.5% |
| 5Y | +77.2% | +72.6% | +4.6% | +10.4% |
| All | +99.6% | +202.9% | -103.3% | -30.0% |
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