+76.2%
FOXA vs SW
+2.5%
+73.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +0.4% | +2.2% | -1.8% | +0.3% |
| 30D | +7.9% | +7.4% | +0.5% | +7.5% |
| 3M | +6.7% | -5.9% | +12.6% | +7.0% |
| 6M | +7.5% | +9.0% | -1.5% | +6.7% |
| YTD | -6.9% | +18.1% | -25.1% | -8.4% |
| 1Y | +2.2% | +28.7% | -26.5% | 0.0% |
| 3Y | +131.4% | +48.8% | +82.6% | +127.7% |
| 5Y | +76.2% | +2.5% | +73.8% | +70.7% |
| All | +76.2% | +2.5% | +73.8% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling