-99.9%
BOXL vs SPY
+232.5%
-332.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.0% |
| 7D | -2.8% | +0.5% | -3.4% | -3.3% |
| 30D | +84.3% | -0.9% | +85.3% | +85.6% |
| 3M | +40.2% | +3.9% | +36.3% | +35.3% |
| 6M | -24.6% | +14.5% | -39.1% | -33.4% |
| YTD | -42.4% | +12.9% | -55.3% | -48.4% |
| 1Y | -90.3% | +19.4% | -109.6% | -91.6% |
| 3Y | -98.3% | +78.5% | -176.8% | -98.9% |
| 5Y | -99.8% | +81.8% | -181.6% | -99.9% |
| All | -99.9% | +232.5% | -332.4% | -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 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