-100.0%
BOXL vs SPY
+231.8%
-331.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.4% |
| 7D | -6.6% | -0.8% | -5.8% | -5.9% |
| 30D | -27.7% | -1.1% | -26.6% | -27.2% |
| 3M | +23.2% | +3.9% | +19.3% | +19.0% |
| 6M | -24.7% | +13.6% | -38.3% | -33.0% |
| YTD | -44.2% | +12.7% | -56.9% | -50.0% |
| 1Y | -91.0% | +17.5% | -108.5% | -92.1% |
| 3Y | -98.5% | +76.9% | -175.4% | -99.0% |
| 5Y | -99.8% | +83.6% | -183.4% | -99.9% |
| All | -100.0% | +231.8% | -331.7% | -100.0% |
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 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