+188.1%
BOX vs SPY
+304.1%
-116.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.5% |
| 7D | -1.1% | -0.6% | -0.5% | -0.7% |
| 30D | +16.9% | -3.7% | +20.6% | +20.5% |
| 3M | +26.6% | -2.7% | +29.4% | +29.4% |
| 6M | +65.4% | +2.2% | +63.3% | +60.9% |
| YTD | +42.3% | +10.8% | +31.4% | +28.0% |
| 1Y | +33.2% | +11.2% | +21.9% | +19.4% |
| 3Y | +66.4% | +76.5% | -10.1% | -6.7% |
| 5Y | +64.8% | +72.9% | -8.1% | -6.0% |
| 10Y | +188.1% | +304.8% | -116.7% | -31.8% |
| All | +188.1% | +304.1% | -116.0% | -31.8% |
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