+2,246.2%
STX vs FOXA
+90.1%
+2,156.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.7% | -3.3% |
| 7D | +8.0% | -3.7% | +11.7% | +9.1% |
| 30D | +5.1% | +5.4% | -0.3% | +3.3% |
| 3M | +5.8% | -3.7% | +9.5% | +5.2% |
| 6M | +124.9% | +12.6% | +112.4% | +110.6% |
| YTD | +213.9% | -10.0% | +223.9% | +217.9% |
| 1Y | +350.4% | +15.0% | +335.4% | +311.3% |
| 3Y | +1,314.2% | +115.1% | +1,199.1% | +896.2% |
| 5Y | +1,092.8% | +93.0% | +999.8% | +766.2% |
| All | +2,246.2% | +90.1% | +2,156.0% | +1,433.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling