+366.2%
SE vs FOXA
+90.1%
+276.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.7% |
| 7D | -4.8% | -3.7% | -1.0% | -3.5% |
| 30D | -18.1% | +5.4% | -23.5% | -19.8% |
| 3M | +30.6% | -3.7% | +34.4% | +30.5% |
| 6M | +20.8% | +12.6% | +8.2% | +13.0% |
| YTD | -15.6% | -10.0% | -5.6% | -14.0% |
| 1Y | -44.2% | +15.0% | -59.2% | -48.7% |
| 3Y | +181.5% | +115.1% | +66.4% | +103.2% |
| 5Y | -66.9% | +93.0% | -159.9% | -74.8% |
| All | +366.2% | +90.1% | +276.0% | +219.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling