+248.1%
STM vs FOXA
+86.3%
+161.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.1% |
| 7D | +1.7% | -5.4% | +7.1% | +3.9% |
| 30D | -5.2% | +1.1% | -6.3% | -5.9% |
| 3M | -29.6% | -6.1% | -23.5% | -28.9% |
| 6M | +54.4% | +8.2% | +46.1% | +45.0% |
| YTD | +99.5% | -11.8% | +111.3% | +104.7% |
| 1Y | +100.8% | +9.9% | +90.8% | +84.0% |
| 3Y | +20.2% | +110.7% | -90.6% | -19.7% |
| 5Y | +21.1% | +86.9% | -65.8% | -15.5% |
| All | +248.1% | +86.3% | +161.8% | +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