-13.1%
SHW vs FOXA
+15.2%
-28.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.1% |
| 7D | -4.5% | -3.7% | -0.7% | -4.2% |
| 30D | -12.7% | +5.4% | -18.0% | -13.0% |
| 3M | +4.7% | -3.7% | +8.4% | +3.6% |
| 6M | -3.4% | +12.6% | -16.0% | -4.9% |
| YTD | -1.3% | -10.0% | +8.6% | -1.2% |
| All | -13.1% | +15.2% | -28.3% | -16.1% |
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