+67.4%
SAP vs FOXA
+134.4%
-67.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.5% |
| 7D | +1.5% | +0.4% | +1.1% | +1.4% |
| 30D | +8.8% | +7.9% | +0.9% | +7.2% |
| 3M | +12.1% | +6.7% | +5.4% | +10.5% |
| 6M | +34.6% | +7.5% | +27.1% | +31.0% |
| YTD | -2.1% | -6.9% | +4.8% | -2.5% |
| 1Y | -5.5% | +2.2% | -7.8% | -7.7% |
| 3Y | +67.4% | +131.4% | -64.0% | +46.0% |
| All | +67.4% | +134.4% | -67.0% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling