+72.6%
SPY vs FOXA
+76.9%
-4.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -1.3% |
| 7D | +2.6% | +2.7% | -0.1% | +1.9% |
| 30D | -2.0% | +10.0% | -12.0% | -4.3% |
| 3M | -2.8% | +5.0% | -7.8% | -4.2% |
| 6M | +2.1% | +3.4% | -1.2% | +0.2% |
| YTD | +11.5% | -5.5% | +17.0% | +12.1% |
| 1Y | +13.5% | +5.5% | +7.9% | +10.1% |
| 3Y | +77.7% | +139.3% | -61.6% | +29.6% |
| All | +72.6% | +76.9% | -4.4% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling