+263.8%
SPOT vs FOXA
+90.3%
+173.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.5% |
| 7D | -2.9% | -0.6% | -2.2% | -2.6% |
| 30D | +8.3% | +2.3% | +6.0% | +7.5% |
| 3M | +5.1% | -2.8% | +7.9% | +5.1% |
| 6M | -6.5% | +9.6% | -16.1% | -10.0% |
| YTD | -9.0% | -9.9% | +0.9% | -7.0% |
| 1Y | -26.4% | +5.4% | -31.8% | -28.4% |
| 3Y | +240.0% | +115.3% | +124.8% | +167.5% |
| 5Y | +111.7% | +93.1% | +18.7% | +71.4% |
| All | +263.8% | +90.3% | +173.5% | +174.4% |
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 · 6 months rolling