+146.4%
SAP vs FOXA
+98.3%
+48.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.1% |
| 7D | -2.5% | -2.4% | -0.1% | -1.9% |
| 30D | +7.5% | +8.6% | -1.2% | +5.1% |
| 3M | +11.6% | +9.9% | +1.8% | +8.6% |
| 6M | +37.6% | +0.8% | +36.8% | +35.9% |
| YTD | -2.0% | -6.1% | +4.1% | -1.9% |
| 1Y | -6.4% | +3.3% | -9.6% | -8.7% |
| 3Y | +67.7% | +133.5% | -65.8% | +27.8% |
| 5Y | +75.7% | +75.8% | -0.1% | +43.0% |
| All | +146.4% | +98.3% | +48.1% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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