-90.1%
BOXL vs SPY
+20.8%
-110.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.4% |
| 7D | +2.4% | +0.1% | +2.2% | +2.1% |
| 30D | +97.7% | +0.1% | +97.7% | +96.6% |
| 3M | +29.5% | +2.0% | +27.5% | +25.7% |
| 6M | -23.7% | +13.0% | -36.7% | -36.3% |
| YTD | -40.3% | +13.5% | -53.8% | -52.6% |
| 1Y | -90.1% | +20.0% | -110.1% | -98.0% |
| All | -90.1% | +20.8% | -110.9% | -98.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling