+92.4%
FOXA vs STZ
-17.1%
+109.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.5% |
| 7D | +0.8% | -4.5% | +5.3% | +2.3% |
| 30D | +5.0% | -8.6% | +13.6% | +8.1% |
| 3M | -3.0% | -13.8% | +10.7% | +1.5% |
| 6M | +14.8% | -17.2% | +31.9% | +21.2% |
| YTD | -8.9% | -9.4% | +0.4% | -7.4% |
| 1Y | +13.3% | -11.9% | +25.2% | +15.9% |
| 3Y | +115.4% | -49.6% | +165.0% | +166.5% |
| 5Y | +95.3% | -37.2% | +132.4% | +116.3% |
| All | +92.4% | -17.1% | +109.5% | +60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling