-17.1%
SWKS vs FOXA
+115.5%
-132.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.9% | +4.7% |
| 7D | +12.5% | -4.0% | +16.5% | +14.0% |
| 30D | +10.5% | +12.0% | -1.5% | +5.6% |
| 3M | -7.4% | +0.3% | -7.7% | -8.8% |
| 6M | +32.7% | +12.5% | +20.2% | +22.4% |
| YTD | +19.2% | -9.6% | +28.8% | +23.9% |
| 1Y | +2.4% | +8.6% | -6.2% | -5.4% |
| All | -17.1% | +115.5% | -132.6% | -42.5% |
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 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