+307.3%
INTC vs BOXX
+18.4%
+288.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +9.4% | 0.0% | +9.4% | +9.6% |
| 30D | +2.7% | +0.3% | +2.4% | +3.7% |
| 3M | -6.3% | +1.0% | -7.3% | -3.8% |
| 6M | +114.5% | +1.9% | +112.5% | +117.3% |
| YTD | +171.9% | +2.6% | +169.2% | +171.2% |
| 1Y | +305.0% | +4.0% | +301.0% | +303.2% |
| 3Y | +168.3% | +14.6% | +153.7% | +150.3% |
| All | +307.3% | +18.4% | +288.9% | +308.7% |
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