+8.9%
FOXA vs STZ
+14.7%
-5.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.3% | -1.5% | +2.9% |
| 7D | +9.9% | +13.0% | -3.1% | +7.4% |
| 30D | +10.0% | +29.4% | -19.4% | +5.3% |
| 3M | +18.4% | +11.6% | +6.8% | +15.9% |
| 6M | +12.2% | -0.2% | +12.4% | +10.9% |
| YTD | -3.8% | +8.6% | -12.3% | -7.6% |
| 1Y | +8.9% | +15.9% | -7.0% | +3.4% |
| All | +8.9% | +14.7% | -5.8% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling