+56.8%
SAP vs FOXA
+89.1%
-32.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -0.3% | -0.6% | +0.4% | -0.1% |
| 30D | +2.6% | +2.3% | +0.3% | +1.8% |
| 3M | +16.3% | -2.8% | +19.1% | +15.8% |
| 6M | +6.4% | +9.6% | -3.2% | +2.7% |
| YTD | -11.4% | -9.9% | -1.5% | -10.4% |
| 1Y | -20.4% | +5.4% | -25.8% | -23.1% |
| 3Y | +56.5% | +115.3% | -58.8% | +22.2% |
| 5Y | +56.8% | +93.1% | -36.3% | +27.3% |
| All | +56.8% | +89.1% | -32.3% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling