+51.5%
BOX vs SPY
+353.1%
-301.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -1.8% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +10.0% | +0.1% | +9.9% | +10.0% |
| 3M | +31.5% | +2.0% | +29.5% | +28.5% |
| 6M | +33.5% | +13.0% | +20.5% | +17.9% |
| YTD | +17.7% | +13.5% | +4.1% | +3.5% |
| 1Y | +7.5% | +20.0% | -12.5% | -10.5% |
| 3Y | +32.3% | +77.2% | -44.9% | -27.2% |
| 5Y | +35.1% | +81.9% | -46.7% | -27.7% |
| 10Y | +148.9% | +314.1% | -165.2% | -47.8% |
| All | +51.5% | +353.1% | -301.6% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling