+8.9%
FOXA vs SW
+29.5%
-20.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.1% | -0.3% | +3.7% |
| 7D | +9.9% | +12.1% | -2.2% | +9.7% |
| 30D | +10.0% | +6.6% | +3.4% | +9.8% |
| 3M | +18.4% | -6.0% | +24.4% | +18.1% |
| 6M | +12.2% | +21.5% | -9.3% | +12.2% |
| YTD | -3.8% | +20.3% | -24.1% | -5.2% |
| 1Y | +8.9% | +28.1% | -19.2% | +6.2% |
| All | +8.9% | +29.5% | -20.6% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling