+7.8%
SWKS vs FOXA
+90.8%
-83.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.9% | +5.0% |
| 7D | +12.5% | -4.0% | +16.5% | +14.4% |
| 30D | +10.5% | +12.0% | -1.5% | +4.7% |
| 3M | -7.4% | +0.3% | -7.7% | -9.4% |
| 6M | +32.7% | +12.5% | +20.2% | +22.1% |
| YTD | +19.2% | -9.6% | +28.8% | +21.5% |
| 1Y | +2.4% | +8.6% | -6.2% | -5.2% |
| 3Y | -25.6% | +118.5% | -144.2% | -50.7% |
| 5Y | -53.4% | +88.8% | -142.2% | -67.4% |
| All | +7.8% | +90.8% | -83.1% | -34.9% |
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