-99.2%
BOXL vs SPY
+78.1%
-177.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.1% |
| 7D | -6.5% | +2.6% | -9.1% | -9.8% |
| 30D | -45.1% | -2.0% | -43.2% | -43.8% |
| 3M | -72.6% | -2.8% | -69.9% | -71.8% |
| 6M | -59.0% | +2.1% | -61.1% | -60.1% |
| YTD | -81.8% | +11.5% | -93.3% | -84.3% |
| 1Y | -95.1% | +13.5% | -108.5% | -95.9% |
| 3Y | -99.2% | +77.7% | -176.9% | -99.3% |
| All | -99.2% | +78.1% | -177.3% | -99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling