+92.4%
FOXA vs SRE
+71.2%
+21.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | +0.8% | -0.8% | +1.6% | +1.1% |
| 30D | +5.0% | -3.0% | +8.0% | +6.1% |
| 3M | -3.0% | -8.3% | +5.3% | -0.2% |
| 6M | +14.8% | -8.9% | +23.7% | +18.0% |
| YTD | -8.9% | -4.3% | -4.6% | -8.6% |
| 1Y | +13.3% | +2.7% | +10.6% | +10.1% |
| 3Y | +115.4% | +28.7% | +86.7% | +82.6% |
| 5Y | +95.3% | +47.1% | +48.1% | +51.7% |
| All | +92.4% | +71.2% | +21.2% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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