-36.2%
FIS vs BOXX
+18.4%
-54.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -8.9% | 0.0% | -8.9% | -8.8% |
| 30D | -9.9% | +0.3% | -10.2% | -9.2% |
| 3M | 0.0% | +1.0% | -1.0% | +2.9% |
| 6M | -22.9% | +1.9% | -24.8% | -17.1% |
| YTD | -40.9% | +2.6% | -43.5% | -34.1% |
| 1Y | -40.4% | +4.0% | -44.4% | -28.4% |
| 3Y | -25.4% | +14.6% | -40.0% | +161.5% |
| All | -36.2% | +18.4% | -54.6% | +894.9% |
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