+1,376.8%
STX vs FOXA
+110.7%
+1,266.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.9% |
| 7D | +9.6% | -5.4% | +15.0% | +10.0% |
| 30D | +10.6% | +1.1% | +9.5% | +10.5% |
| 3M | +4.8% | -6.1% | +10.9% | +7.2% |
| 6M | +137.3% | +8.2% | +129.0% | +132.5% |
| YTD | +222.5% | -11.8% | +234.3% | +238.1% |
| 1Y | +366.2% | +9.9% | +356.3% | +345.4% |
| All | +1,376.8% | +110.7% | +1,266.1% | +1,104.8% |
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