+1,338.5%
STX vs FOXA
+99.6%
+1,238.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.1% | -7.2% | -4.3% |
| 7D | +14.6% | +2.7% | +11.9% | +13.7% |
| 30D | -26.0% | +10.0% | -35.9% | -28.2% |
| 3M | -42.6% | +5.0% | -47.6% | -43.7% |
| 6M | -35.3% | +3.4% | -38.7% | -37.4% |
| YTD | +92.5% | -5.5% | +97.9% | +91.4% |
| 1Y | +102.4% | +5.5% | +96.9% | +92.2% |
| 3Y | +673.8% | +139.3% | +534.5% | +424.3% |
| 5Y | +463.1% | +77.2% | +385.9% | +322.2% |
| All | +1,338.5% | +99.6% | +1,238.9% | +823.2% |
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