+76.5%
FOXA vs STT
+104.1%
-27.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.3% | +4.2% |
| 7D | +2.7% | +4.8% | -2.1% | +1.0% |
| 30D | +10.0% | +3.9% | +6.1% | +8.5% |
| 3M | +5.0% | -8.2% | +13.2% | +8.0% |
| 6M | +3.4% | +15.6% | -12.2% | -2.7% |
| YTD | -5.5% | +37.6% | -43.1% | -17.0% |
| 1Y | +5.5% | +50.1% | -44.6% | -10.3% |
| 3Y | +139.3% | +183.1% | -43.8% | +59.1% |
| All | +76.5% | +104.1% | -27.7% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling