+134.1%
SPGI vs FOXA
+90.1%
+44.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.5% |
| 7D | -8.9% | -3.7% | -5.2% | -8.0% |
| 30D | +0.6% | +5.4% | -4.7% | -1.0% |
| 3M | +2.0% | -3.7% | +5.7% | +2.0% |
| 6M | +0.1% | +12.6% | -12.5% | -4.6% |
| YTD | -16.4% | -10.0% | -6.4% | -15.1% |
| 1Y | -18.9% | +15.0% | -34.0% | -23.5% |
| 3Y | +13.8% | +115.1% | -101.3% | -11.4% |
| 5Y | +0.5% | +93.0% | -92.5% | -20.6% |
| All | +134.1% | +90.1% | +44.0% | +62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling