-36.5%
SWKS vs FOXA
+76.9%
-113.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -1.8% |
| 7D | +9.4% | +2.7% | +6.8% | +8.1% |
| 30D | +17.0% | +10.0% | +7.0% | +11.8% |
| 3M | +28.9% | +5.0% | +23.9% | +24.8% |
| 6M | +33.1% | +3.4% | +29.8% | +27.4% |
| YTD | +44.8% | -5.5% | +50.3% | +45.2% |
| 1Y | +36.2% | +5.5% | +30.7% | +27.8% |
| 3Y | +11.5% | +139.3% | -127.8% | -34.8% |
| All | -36.5% | +76.9% | -113.5% | -55.8% |
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 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