-62.5%
SPCH vs FOXA
+20.6%
-83.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.8% | -4.3% |
| 7D | +6.5% | +2.7% | +3.9% | +4.5% |
| 30D | -21.8% | +10.0% | -31.7% | -28.9% |
| 3M | -14.9% | +5.0% | -19.9% | -21.9% |
| All | -62.5% | +20.6% | -83.1% | -71.9% |
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 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 · Available span rolling