+60.7%
SE vs FOXA
+135.4%
-74.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -3.9% |
| 7D | -7.7% | -2.4% | -5.3% | -7.1% |
| 30D | -22.8% | +8.6% | -31.4% | -24.6% |
| 3M | -43.7% | +9.9% | -53.6% | -45.3% |
| 6M | -12.8% | +0.8% | -13.6% | -14.1% |
| YTD | -42.0% | -6.1% | -35.9% | -41.4% |
| 1Y | -48.0% | +3.3% | -51.3% | -49.5% |
| All | +60.7% | +135.4% | -74.6% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling