+1,384.4%
STX vs FOXA
+91.7%
+1,292.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.2% |
| 7D | +16.8% | -2.9% | +19.7% | +18.0% |
| 30D | -27.0% | +5.1% | -32.2% | -28.2% |
| 3M | -37.9% | +4.7% | -42.6% | -39.0% |
| 6M | -32.5% | -0.2% | -32.3% | -34.0% |
| YTD | +98.6% | -9.2% | +107.8% | +100.0% |
| 1Y | +93.6% | -0.6% | +94.2% | +87.8% |
| 3Y | +699.1% | +125.7% | +573.4% | +452.3% |
| 5Y | +481.0% | +70.2% | +410.8% | +341.3% |
| All | +1,384.4% | +91.7% | +1,292.7% | +865.0% |
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 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