+1,102.0%
STX vs FOXA
+91.1%
+1,010.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.3% | +6.8% | +6.6% |
| 7D | +10.7% | -0.6% | +11.4% | +10.8% |
| 30D | +11.3% | +2.3% | +8.9% | +10.5% |
| 3M | +3.2% | -2.8% | +6.1% | +3.3% |
| 6M | +157.0% | +9.6% | +147.4% | +144.5% |
| YTD | +229.2% | -9.9% | +239.1% | +238.5% |
| 1Y | +381.8% | +5.4% | +376.5% | +358.0% |
| 3Y | +1,383.2% | +115.3% | +1,267.9% | +905.0% |
| All | +1,102.0% | +91.1% | +1,010.8% | +694.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling