+5.0%
SYK vs FOXA
+91.4%
-86.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.0% | -2.4% |
| 7D | -12.3% | -3.7% | -8.6% | -11.6% |
| 30D | -22.4% | +5.4% | -27.8% | -23.5% |
| 3M | -12.3% | -3.7% | -8.6% | -12.2% |
| 6M | -24.3% | +12.6% | -36.9% | -27.4% |
| YTD | -22.8% | -10.0% | -12.8% | -21.5% |
| 1Y | -28.8% | +15.0% | -43.8% | -32.6% |
| 3Y | -4.0% | +115.1% | -119.1% | -25.2% |
| All | +5.0% | +91.4% | -86.4% | -14.5% |
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 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