+184.3%
SE vs FOXA
+110.7%
+73.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.5% |
| 7D | -3.6% | -5.4% | +1.8% | -2.1% |
| 30D | -5.3% | +1.1% | -6.4% | -5.8% |
| 3M | +28.1% | -6.1% | +34.2% | +29.2% |
| 6M | +20.7% | +8.2% | +12.4% | +14.4% |
| YTD | -14.8% | -11.8% | -3.0% | -12.2% |
| 1Y | -43.6% | +9.9% | -53.5% | -47.5% |
| All | +184.3% | +110.7% | +73.5% | +127.3% |
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