+103.2%
FOXA vs SW
+126.0%
-22.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.1% | -0.3% | +3.6% |
| 7D | +9.9% | +12.1% | -2.2% | +9.2% |
| 30D | +10.0% | +6.6% | +3.4% | +9.6% |
| 3M | +18.4% | -6.0% | +24.4% | +18.7% |
| 6M | +12.2% | +21.5% | -9.3% | +10.6% |
| YTD | -3.8% | +20.3% | -24.1% | -5.4% |
| 1Y | +8.9% | +28.1% | -19.2% | +6.7% |
| 3Y | +126.5% | +51.6% | +74.9% | +120.3% |
| 5Y | +79.4% | -0.1% | +79.5% | +76.4% |
| All | +103.2% | +126.0% | -22.8% | +77.1% |
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