+76.5%
SPY vs FOXA
+110.7%
-34.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | -0.4% | -5.4% | +5.1% | +0.5% |
| 30D | -1.4% | +1.1% | -2.5% | -1.7% |
| 3M | +3.7% | -6.1% | +9.8% | +4.5% |
| 6M | +13.0% | +8.2% | +4.8% | +9.9% |
| YTD | +12.4% | -11.8% | +24.2% | +15.0% |
| 1Y | +18.5% | +9.9% | +8.6% | +13.7% |
| All | +76.5% | +110.7% | -34.3% | +47.4% |
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 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