+92.4%
FOXA vs SPYG
+255.0%
-162.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.3% | +0.7% |
| 7D | +0.8% | -0.9% | +1.7% | +1.3% |
| 30D | +5.0% | -1.5% | +6.6% | +5.9% |
| 3M | -3.0% | +3.7% | -6.8% | -5.5% |
| 6M | +14.8% | +16.4% | -1.7% | +4.3% |
| YTD | -8.9% | +13.3% | -22.2% | -16.0% |
| 1Y | +13.3% | +17.9% | -4.5% | +1.8% |
| 3Y | +115.4% | +98.3% | +17.1% | +38.3% |
| 5Y | +95.3% | +86.4% | +8.9% | +28.0% |
| All | +92.4% | +255.0% | -162.6% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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