-40.9%
SE vs FOXA
+9.1%
-50.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.7% |
| 7D | -6.1% | -4.0% | -2.1% | -5.8% |
| 30D | -2.5% | +12.0% | -14.4% | -3.3% |
| 3M | +21.7% | +0.3% | +21.5% | +19.9% |
| 6M | +27.0% | +12.5% | +14.5% | +22.2% |
| YTD | -12.1% | -9.6% | -2.5% | -13.4% |
| 1Y | -40.9% | +8.6% | -49.5% | -43.2% |
| All | -40.9% | +9.1% | -50.0% | -43.2% |
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