+90.8%
FOXA vs SW
+129.2%
-38.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.6% | -3.5% |
| 7D | -4.0% | -5.1% | +1.1% | -3.7% |
| 30D | +12.0% | -4.6% | +16.6% | +12.2% |
| 3M | +0.3% | +9.4% | -9.1% | -0.4% |
| 6M | +12.5% | +3.5% | +9.0% | +11.9% |
| YTD | -9.6% | +22.0% | -31.7% | -11.1% |
| 1Y | +8.6% | +2.2% | +6.4% | +7.9% |
| 3Y | +118.5% | +19.6% | +98.9% | +114.1% |
| 5Y | +88.8% | -2.3% | +91.1% | +85.8% |
| All | +90.8% | +129.2% | -38.3% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling