+5.1%
SPGI vs FOXA
+89.1%
-84.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -2.5% | -0.6% | -1.9% | -2.3% |
| 30D | +5.4% | +2.3% | +3.1% | +4.6% |
| 3M | +9.0% | -2.8% | +11.9% | +8.7% |
| 6M | +0.8% | +9.6% | -8.8% | -3.2% |
| YTD | -12.6% | -9.9% | -2.7% | -11.2% |
| 1Y | -16.1% | +5.4% | -21.5% | -18.7% |
| 3Y | +19.0% | +115.3% | -96.3% | -5.7% |
| 5Y | +5.1% | +93.1% | -88.0% | -15.3% |
| All | +5.1% | +89.1% | -84.0% | -15.3% |
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