-48.8%
SE vs FOXA
+11.1%
-59.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.8% | +0.7% | +4.2% |
| 7D | +6.7% | +9.9% | -3.2% | +6.0% |
| 30D | -17.2% | +10.0% | -27.2% | -17.8% |
| 3M | -28.0% | +18.4% | -46.5% | -28.9% |
| 6M | -6.1% | +12.2% | -18.3% | -9.4% |
| YTD | -37.1% | -3.8% | -33.4% | -38.6% |
| 1Y | -48.8% | +8.9% | -57.7% | -46.5% |
| All | -48.8% | +11.1% | -59.8% | -46.5% |
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