-21.9%
AS vs BOXX
+4.0%
-25.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.5% | +3.5% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -19.6% | +0.4% | -20.0% | -19.1% |
| 3M | -14.4% | +1.0% | -15.4% | -11.2% |
| 6M | -20.1% | +2.0% | -22.1% | -11.1% |
| YTD | -20.9% | +2.6% | -23.6% | -7.1% |
| 1Y | -21.9% | +4.1% | -25.9% | +51.4% |
| All | -21.9% | +4.0% | -25.9% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling