+90.8%
FOXA vs STLA
-28.2%
+119.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.7% |
| 7D | -4.0% | +2.6% | -6.5% | -4.6% |
| 30D | +12.0% | -1.2% | +13.2% | +12.0% |
| 3M | +0.3% | -24.8% | +25.0% | +7.0% |
| 6M | +12.5% | -25.6% | +38.0% | +19.6% |
| YTD | -9.6% | -48.9% | +39.3% | +5.0% |
| 1Y | +8.6% | -38.8% | +47.4% | +17.8% |
| 3Y | +118.5% | -64.5% | +183.1% | +166.4% |
| 5Y | +88.8% | -62.4% | +151.2% | +118.6% |
| All | +90.8% | -28.2% | +119.1% | +46.3% |
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