+113.1%
FOXA vs STZ
-50.2%
+163.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +0.7% |
| 7D | -0.6% | -7.4% | +6.8% | +0.6% |
| 30D | +2.3% | -10.9% | +13.2% | +4.3% |
| 3M | -2.8% | -13.4% | +10.6% | -0.6% |
| 6M | +9.6% | -16.2% | +25.8% | +12.4% |
| YTD | -9.9% | -10.4% | +0.6% | -9.1% |
| 1Y | +5.4% | -14.8% | +20.2% | +7.2% |
| All | +113.1% | -50.2% | +163.3% | +127.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling