+123.7%
FOXA vs SW
+40.4%
+83.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.7% |
| 7D | +4.9% | +4.7% | +0.2% | +4.4% |
| 30D | +9.0% | +5.0% | +4.0% | +8.4% |
| 3M | +15.8% | -7.3% | +23.2% | +16.6% |
| 6M | +9.2% | +15.0% | -5.8% | +7.0% |
| YTD | -6.5% | +18.5% | -25.0% | -9.7% |
| 1Y | +5.4% | +27.1% | -21.7% | +0.7% |
| All | +123.7% | +40.4% | +83.4% | +109.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling