+2,210.7%
STX vs FOXA
+90.8%
+2,119.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.4% | +9.7% | +7.4% |
| 7D | +2.4% | -4.0% | +6.3% | +3.5% |
| 30D | +1.4% | +12.0% | -10.6% | -2.3% |
| 3M | -8.2% | +0.3% | -8.5% | -10.1% |
| 6M | +127.0% | +12.5% | +114.5% | +112.5% |
| YTD | +209.1% | -9.6% | +218.8% | +212.8% |
| 1Y | +365.4% | +8.6% | +356.8% | +334.7% |
| 3Y | +1,135.4% | +118.5% | +1,016.8% | +765.7% |
| 5Y | +991.5% | +88.8% | +902.8% | +699.9% |
| All | +2,210.7% | +90.8% | +2,119.8% | +1,409.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling