-21.6%
SAP vs FOXA
+8.1%
-29.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.8% |
| 7D | -0.3% | -5.4% | +5.2% | +0.6% |
| 30D | +0.3% | +1.1% | -0.9% | -0.1% |
| 3M | +16.9% | -6.1% | +23.0% | +14.8% |
| 6M | +6.3% | +8.2% | -1.9% | +3.3% |
| YTD | -12.4% | -11.8% | -0.6% | -14.4% |
| 1Y | -21.6% | +9.9% | -31.5% | -26.4% |
| All | -21.6% | +8.1% | -29.7% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling