-4.9%
FOXF vs SPY
+312.5%
-317.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -2.8% |
| 7D | -4.2% | -0.4% | -3.8% | -3.6% |
| 30D | -7.0% | -1.4% | -5.6% | -5.2% |
| 3M | +7.9% | +3.7% | +4.2% | +2.5% |
| 6M | +19.5% | +13.0% | +6.5% | +0.8% |
| YTD | +14.3% | +12.4% | +1.9% | -2.6% |
| 1Y | -32.6% | +18.5% | -51.1% | -46.7% |
| 3Y | -81.0% | +77.6% | -158.6% | -91.1% |
| 5Y | -87.1% | +81.7% | -168.7% | -94.0% |
| 10Y | -4.9% | +319.7% | -324.6% | -84.1% |
| All | -4.9% | +312.5% | -317.4% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling