+230.9%
SPOT vs FOXA
+115.1%
+115.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -1.0% |
| 7D | -6.9% | -3.7% | -3.1% | -5.6% |
| 30D | +4.1% | +5.4% | -1.2% | +2.4% |
| 3M | +3.7% | -3.7% | +7.4% | +4.0% |
| 6M | -1.6% | +12.6% | -14.2% | -7.1% |
| YTD | -10.2% | -10.0% | -0.2% | -8.8% |
| 1Y | -25.9% | +15.0% | -40.9% | -30.0% |
| All | +230.9% | +115.1% | +115.8% | +194.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling