+1.5%
SMR vs FOXA
+66.5%
-65.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.1% | -7.6% | -6.4% |
| 7D | +4.7% | -3.7% | +8.5% | +6.4% |
| 30D | +3.2% | +5.4% | -2.1% | +0.3% |
| 3M | +9.9% | -3.7% | +13.6% | +9.4% |
| 6M | -15.1% | +12.6% | -27.7% | -22.6% |
| YTD | -27.9% | -10.0% | -18.0% | -25.7% |
| 1Y | -70.2% | +15.0% | -85.3% | -73.5% |
| 3Y | +72.5% | +115.1% | -42.6% | +6.5% |
| All | +1.5% | +66.5% | -65.0% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling