+97.5%
FOXA vs SW
+121.0%
-23.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.6% |
| 7D | +7.9% | +1.8% | +6.0% | +7.7% |
| 30D | +8.5% | +7.0% | +1.4% | +8.0% |
| 3M | +6.2% | -7.6% | +13.8% | +6.6% |
| 6M | +8.0% | +8.5% | -0.5% | +7.3% |
| YTD | -6.5% | +17.7% | -24.2% | -7.9% |
| 1Y | +3.6% | +27.1% | -23.5% | +1.5% |
| 3Y | +136.0% | +48.2% | +87.8% | +129.9% |
| 5Y | +77.7% | -2.3% | +80.1% | +75.0% |
| All | +97.5% | +121.0% | -23.5% | +72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling