+78.3%
SO vs FOXA
+79.9%
-1.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | +8.7% | +7.9% | +0.7% | +7.9% |
| 3M | +3.4% | +6.7% | -3.3% | +2.6% |
| 6M | +3.7% | +7.5% | -3.8% | +2.5% |
| YTD | +10.0% | -6.9% | +17.0% | +10.7% |
| 1Y | +6.6% | +2.2% | +4.4% | +5.8% |
| 3Y | +52.5% | +131.4% | -78.9% | +30.7% |
| All | +78.3% | +79.9% | -1.6% | +60.3% |
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