+86.9%
FOXA vs STZ
-38.0%
+124.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -5.4% | -6.0% | +0.6% | -4.1% |
| 30D | +1.1% | -8.9% | +10.0% | +3.3% |
| 3M | -6.1% | -12.6% | +6.4% | -3.4% |
| 6M | +8.2% | -17.2% | +25.4% | +12.4% |
| YTD | -11.8% | -10.0% | -1.8% | -10.8% |
| 1Y | +9.9% | -14.3% | +24.2% | +12.5% |
| 3Y | +110.7% | -49.9% | +160.7% | +148.9% |
| 5Y | +86.9% | -38.2% | +125.2% | +90.7% |
| All | +86.9% | -38.0% | +124.9% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling