+79.3%
BOX vs SPY
+343.9%
-264.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -2.9% |
| 7D | -3.7% | +0.1% | -3.8% | -3.9% |
| 30D | +14.5% | -3.3% | +17.8% | +17.7% |
| 3M | +25.3% | -2.4% | +27.7% | +27.7% |
| 6M | +61.9% | +2.6% | +59.4% | +56.7% |
| YTD | +39.3% | +11.2% | +28.0% | +24.4% |
| 1Y | +32.9% | +13.4% | +19.5% | +16.4% |
| 3Y | +64.6% | +79.9% | -15.3% | -11.3% |
| 5Y | +57.8% | +72.2% | -14.4% | -11.3% |
| 10Y | +181.6% | +307.3% | -125.7% | -40.4% |
| All | +79.3% | +343.9% | -264.6% | -65.2% |
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