+13.3%
FOXA vs SYY
+6.6%
+6.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.2% |
| 7D | +0.8% | +3.9% | -3.2% | +0.8% |
| 30D | +5.0% | -1.7% | +6.8% | +5.1% |
| 3M | -3.0% | +5.2% | -8.2% | -3.0% |
| 6M | +14.8% | -0.2% | +15.0% | +14.5% |
| YTD | -8.9% | +15.4% | -24.3% | -10.9% |
| 1Y | +13.3% | +5.6% | +7.7% | +12.1% |
| All | +13.3% | +6.6% | +6.7% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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