+459.6%
XLK vs FOXA
+92.4%
+367.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.2% | +1.0% |
| 7D | +0.2% | +0.8% | -0.6% | 0.0% |
| 30D | -0.6% | +5.0% | -5.7% | -2.2% |
| 3M | +2.6% | -3.0% | +5.6% | +2.2% |
| 6M | +34.0% | +14.8% | +19.2% | +26.2% |
| YTD | +30.7% | -8.9% | +39.6% | +32.1% |
| 1Y | +39.2% | +13.3% | +25.9% | +30.5% |
| 3Y | +120.4% | +115.4% | +5.0% | +65.8% |
| 5Y | +148.8% | +95.3% | +53.5% | +90.6% |
| All | +459.6% | +92.4% | +367.2% | +287.1% |
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