+2,310.4%
STX vs FOXA
+86.3%
+2,224.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.4% |
| 7D | +9.6% | -5.4% | +15.0% | +11.4% |
| 30D | +10.6% | +1.1% | +9.5% | +10.1% |
| 3M | +4.8% | -6.1% | +10.9% | +5.1% |
| 6M | +137.3% | +8.2% | +129.0% | +125.1% |
| YTD | +222.5% | -11.8% | +234.3% | +228.8% |
| 1Y | +366.2% | +9.9% | +356.3% | +332.9% |
| 3Y | +1,352.9% | +110.7% | +1,242.2% | +930.2% |
| 5Y | +1,077.4% | +86.9% | +990.5% | +764.5% |
| All | +2,310.4% | +86.3% | +2,224.1% | +1,486.0% |
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