+99.6%
FOXA vs STLA
-50.7%
+150.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.2% | +4.4% |
| 7D | +2.7% | -13.8% | +16.4% | +6.3% |
| 30D | +10.0% | -10.5% | +20.5% | +12.4% |
| 3M | +5.0% | -28.9% | +33.9% | +12.8% |
| 6M | +3.4% | -49.7% | +53.1% | +20.7% |
| YTD | -5.5% | -64.9% | +59.4% | +19.3% |
| 1Y | +5.5% | -64.0% | +69.6% | +31.8% |
| 3Y | +139.3% | -77.4% | +216.7% | +225.9% |
| 5Y | +77.2% | -74.4% | +151.6% | +124.3% |
| All | +99.6% | -50.7% | +150.3% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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