+80.6%
BOX vs SPY
+333.6%
-253.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -4.0% |
| 7D | -3.5% | -2.7% | -0.7% | -1.1% |
| 30D | +17.5% | -5.4% | +22.9% | +23.4% |
| 3M | +31.7% | -4.1% | +35.8% | +36.5% |
| 6M | +73.1% | +0.7% | +72.4% | +70.4% |
| YTD | +40.3% | +8.7% | +31.6% | +28.1% |
| 1Y | +34.8% | +10.9% | +24.0% | +20.7% |
| 3Y | +68.5% | +75.0% | -6.5% | -6.8% |
| 5Y | +57.0% | +67.8% | -10.8% | -9.5% |
| 10Y | +198.6% | +312.9% | -114.3% | -38.2% |
| All | +80.6% | +333.6% | -253.0% | -64.1% |
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