+57.9%
SO vs FOXA
+87.1%
-29.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | 0.0% | -5.4% | +5.5% | +0.6% |
| 30D | -2.5% | +1.1% | -3.6% | -2.6% |
| 3M | -4.2% | -6.1% | +1.9% | -3.8% |
| 6M | -7.7% | +8.2% | -15.9% | -8.9% |
| YTD | +3.8% | -11.8% | +15.6% | +4.9% |
| 1Y | +0.1% | +9.9% | -9.9% | -1.9% |
| 3Y | +44.2% | +110.7% | -66.5% | +25.6% |
| 5Y | +57.9% | +86.9% | -29.1% | +37.3% |
| All | +57.9% | +87.1% | -29.3% | +37.3% |
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 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