+13.5%
STM vs FOXA
+123.0%
-109.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.2% | +6.4% |
| 7D | -5.6% | +7.9% | -13.4% | -7.1% |
| 30D | -14.4% | +8.5% | -22.9% | -16.2% |
| 3M | -20.5% | +6.2% | -26.7% | -22.1% |
| 6M | -24.5% | +8.0% | -32.5% | -27.3% |
| YTD | +72.7% | -6.5% | +79.2% | +76.9% |
| 1Y | +91.0% | +3.6% | +87.5% | +85.3% |
| 3Y | +13.5% | +136.0% | -122.5% | -21.0% |
| All | +13.5% | +123.0% | -109.5% | -21.0% |
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