+11.1%
SMR vs FOXA
+66.7%
-55.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.3% | +15.5% | +15.4% |
| 7D | +21.4% | -0.6% | +22.0% | +21.7% |
| 30D | +13.8% | +2.3% | +11.5% | +12.1% |
| 3M | +3.9% | -2.8% | +6.8% | +3.0% |
| 6M | -4.2% | +9.6% | -13.8% | -11.3% |
| YTD | -21.1% | -9.9% | -11.2% | -18.6% |
| 1Y | -67.1% | +5.4% | -72.4% | -69.2% |
| 3Y | +88.9% | +115.3% | -26.4% | +16.6% |
| All | +11.1% | +66.7% | -55.5% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling