+194.8%
BOX vs SPY
+308.5%
-113.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 7D | +0.2% | +3.3% | -3.1% | -2.7% |
| 30D | +16.2% | -2.7% | +18.9% | +18.7% |
| 3M | +34.9% | -1.7% | +36.6% | +36.6% |
| 6M | +81.4% | +3.1% | +78.3% | +75.1% |
| YTD | +45.9% | +11.9% | +34.0% | +30.2% |
| 1Y | +36.5% | +12.0% | +24.5% | +21.7% |
| 3Y | +70.6% | +78.2% | -7.5% | -5.1% |
| 5Y | +68.1% | +73.2% | -5.1% | -4.1% |
| All | +194.8% | +308.5% | -113.7% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling