+25.1%
FOXY vs SPY
+29.7%
-4.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +0.6% | +0.5% | +0.1% | +0.5% |
| 30D | -1.0% | -0.9% | -0.1% | -0.8% |
| 3M | -2.1% | +3.9% | -5.9% | -3.1% |
| 6M | -2.6% | +14.5% | -17.1% | -6.6% |
| YTD | +8.3% | +12.9% | -4.7% | +4.2% |
| 1Y | +10.6% | +19.4% | -8.7% | +4.2% |
| All | +25.1% | +29.7% | -4.6% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling