+139.3%
FOXA vs STZ
-34.9%
+174.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +4.0% |
| 7D | +2.7% | +2.6% | +0.1% | +2.2% |
| 30D | +10.0% | +15.2% | -5.2% | +7.3% |
| 3M | +5.0% | +7.6% | -2.6% | +3.4% |
| 6M | +3.4% | +5.3% | -1.9% | +2.0% |
| YTD | -5.5% | +8.6% | -14.1% | -7.9% |
| 1Y | +5.5% | +15.6% | -10.0% | +1.7% |
| 3Y | +139.3% | -35.2% | +174.5% | +150.6% |
| All | +139.3% | -34.9% | +174.2% | +150.6% |
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