+433.9%
BTSG vs BOXX
+12.3%
+421.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | -3.3% | +0.1% | -3.3% | -3.3% |
| 30D | -1.6% | +0.3% | -1.9% | -1.5% |
| 3M | -6.9% | +1.0% | -7.9% | -8.0% |
| 6M | +42.1% | +1.9% | +40.2% | +36.6% |
| YTD | +56.8% | +2.7% | +54.1% | +45.9% |
| 1Y | +109.8% | +4.0% | +105.8% | +83.7% |
| All | +433.9% | +12.3% | +421.6% | +419.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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