+39.9%
SAP vs FOXA
-3.3%
+43.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.8% |
| 7D | -3.9% | -2.9% | -1.0% | -3.2% |
| 30D | +6.5% | +5.1% | +1.4% | +5.2% |
| 3M | +14.7% | +4.7% | +10.0% | +12.9% |
| 6M | +39.9% | -0.2% | +40.2% | +33.1% |
| All | +39.9% | -3.3% | +43.2% | +33.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling