+205.7%
SPY vs FOXA
+92.4%
+113.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.5% |
| 7D | -0.8% | +0.8% | -1.6% | -1.0% |
| 30D | -1.1% | +5.0% | -6.1% | -2.5% |
| 3M | +3.9% | -3.0% | +6.9% | +3.7% |
| 6M | +13.6% | +14.8% | -1.2% | +7.5% |
| YTD | +12.7% | -8.9% | +21.6% | +14.0% |
| 1Y | +17.5% | +13.3% | +4.2% | +10.7% |
| 3Y | +76.9% | +115.4% | -38.5% | +34.6% |
| 5Y | +83.6% | +95.3% | -11.7% | +41.8% |
| All | +205.7% | +92.4% | +113.3% | +110.9% |
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 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