+90.8%
FOXA vs STZ
-13.3%
+104.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.1% |
| 7D | -4.0% | -1.9% | -2.0% | -3.3% |
| 30D | +12.0% | -1.9% | +13.9% | +12.6% |
| 3M | +0.3% | -6.2% | +6.5% | +2.1% |
| 6M | +12.5% | -14.0% | +26.5% | +17.4% |
| YTD | -9.6% | -5.1% | -4.5% | -9.5% |
| 1Y | +8.6% | -9.6% | +18.2% | +10.3% |
| 3Y | +118.5% | -47.2% | +165.8% | +166.5% |
| 5Y | +88.8% | -33.6% | +122.3% | +105.0% |
| All | +90.8% | -13.3% | +104.1% | +57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling