+18.4%
BOXX vs SBAC
-31.2%
+49.6%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.9% | 0.0% |
| 7D | 0.0% | -5.3% | +5.3% | +0.1% |
| 30D | +0.3% | +0.4% | -0.1% | +0.3% |
| 3M | +1.0% | -11.9% | +12.9% | +1.0% |
| 6M | +1.9% | -4.5% | +6.4% | +1.9% |
| YTD | +2.6% | -4.3% | +7.0% | +2.6% |
| 1Y | +4.0% | -3.9% | +7.9% | +4.0% |
| 3Y | +14.6% | -11.0% | +25.6% | +14.6% |
| All | +18.4% | -31.2% | +49.6% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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