+90.1%
FOXA vs SU
+177.6%
-87.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -3.7% | +1.7% | -5.4% | -4.1% |
| 30D | +5.4% | +9.6% | -4.3% | +2.8% |
| 3M | -3.7% | +11.7% | -15.5% | -6.7% |
| 6M | +12.6% | +21.9% | -9.3% | +6.1% |
| YTD | -10.0% | +58.6% | -68.6% | -21.1% |
| 1Y | +15.0% | +66.5% | -51.5% | -0.6% |
| 3Y | +115.1% | +121.4% | -6.3% | +68.6% |
| 5Y | +93.0% | +355.7% | -262.7% | +17.3% |
| All | +90.1% | +177.6% | -87.4% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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