+2.7%
FOXA vs SW
+26.3%
-23.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.6% |
| 7D | +7.9% | +1.8% | +6.0% | +7.8% |
| 30D | +8.5% | +7.0% | +1.4% | +8.4% |
| 3M | +6.2% | -7.6% | +13.8% | +6.0% |
| 6M | +8.0% | +8.5% | -0.5% | +7.9% |
| YTD | -6.5% | +17.7% | -24.2% | -8.1% |
| All | +2.7% | +26.3% | -23.6% | -0.4% |
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