+97.5%
FOXA vs STLD
+642.4%
-545.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.0% |
| 7D | +7.9% | -9.7% | +17.5% | +10.6% |
| 30D | +8.5% | -4.5% | +13.0% | +9.5% |
| 3M | +6.2% | -13.1% | +19.3% | +9.5% |
| 6M | +8.0% | -2.8% | +10.8% | +7.6% |
| YTD | -6.5% | +35.3% | -41.8% | -15.8% |
| 1Y | +3.6% | +51.4% | -47.8% | -9.8% |
| 3Y | +136.0% | +117.9% | +18.1% | +79.1% |
| 5Y | +77.7% | +272.6% | -194.9% | +7.7% |
| All | +97.5% | +642.4% | -545.0% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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