+90.8%
FOXA vs STT
+256.6%
-165.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.5% | -3.4% |
| 7D | -4.0% | +0.5% | -4.4% | -4.1% |
| 30D | +12.0% | +3.9% | +8.1% | +10.3% |
| 3M | +0.3% | +20.0% | -19.7% | -7.0% |
| 6M | +12.5% | +55.3% | -42.8% | -5.9% |
| YTD | -9.6% | +53.3% | -63.0% | -24.2% |
| 1Y | +8.6% | +74.7% | -66.1% | -13.7% |
| 3Y | +118.5% | +205.8% | -87.3% | +38.0% |
| 5Y | +88.8% | +145.0% | -56.3% | +24.9% |
| All | +90.8% | +256.6% | -165.7% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling