-14.4%
SMR vs FOXA
+68.5%
-82.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.2% | -16.8% | -16.2% |
| 7D | -11.2% | +0.8% | -12.0% | -11.7% |
| 30D | -10.2% | +5.0% | -15.3% | -12.7% |
| 3M | -10.0% | -3.0% | -7.0% | -10.7% |
| 6M | -30.5% | +14.8% | -45.2% | -37.2% |
| YTD | -39.2% | -8.9% | -30.3% | -37.7% |
| 1Y | -75.5% | +13.3% | -88.9% | -78.0% |
| 3Y | +45.4% | +115.4% | -70.0% | -10.5% |
| All | -14.4% | +68.5% | -82.9% | -48.9% |
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