+115.3%
FOXA vs STT
+203.8%
-88.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -0.6% | +2.2% | -2.8% | -1.4% |
| 30D | +2.3% | +3.9% | -1.6% | +0.9% |
| 3M | -2.8% | +19.2% | -22.0% | -9.9% |
| 6M | +9.6% | +60.4% | -50.8% | -10.7% |
| YTD | -9.9% | +51.5% | -61.4% | -25.0% |
| 1Y | +5.4% | +76.3% | -70.9% | -18.4% |
| 3Y | +115.3% | +200.7% | -85.5% | +24.8% |
| All | +115.3% | +203.8% | -88.6% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 3y: compounded portfolio wealth divided by compounded STT 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…
3y analysis · Full analysis span regression · 6 months rolling