+261.8%
SPOT vs FOXA
+92.4%
+169.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.4% |
| 7D | -3.1% | +0.8% | -3.9% | -3.3% |
| 30D | +7.4% | +5.0% | +2.3% | +5.8% |
| 3M | +8.2% | -3.0% | +11.2% | +8.3% |
| 6M | +2.2% | +14.8% | -12.6% | -3.1% |
| YTD | -9.5% | -8.9% | -0.5% | -7.8% |
| 1Y | -23.8% | +13.3% | -37.2% | -27.5% |
| 3Y | +233.5% | +115.4% | +118.1% | +162.2% |
| 5Y | +112.2% | +95.3% | +16.9% | +71.1% |
| All | +261.8% | +92.4% | +169.4% | +172.0% |
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