-36.1%
FIS vs BOXX
+18.5%
-54.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.3% |
| 7D | -7.9% | +0.1% | -8.0% | -7.8% |
| 30D | -8.0% | +0.3% | -8.3% | -7.2% |
| 3M | +0.6% | +1.0% | -0.4% | +3.7% |
| 6M | -22.2% | +1.9% | -24.1% | -16.5% |
| YTD | -40.8% | +2.7% | -43.5% | -34.0% |
| 1Y | -41.5% | +4.0% | -45.6% | -29.6% |
| 3Y | -25.5% | +14.7% | -40.1% | +160.1% |
| All | -36.1% | +18.5% | -54.6% | +897.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling