+188.0%
PSX vs BOXX
+18.4%
+169.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +15.8% | +0.3% | +15.5% | +15.7% |
| 3M | +43.0% | +1.0% | +42.0% | +42.6% |
| 6M | +61.1% | +1.9% | +59.2% | +62.6% |
| YTD | +104.5% | +2.6% | +101.9% | +109.7% |
| 1Y | +102.5% | +4.0% | +98.5% | +114.9% |
| 3Y | +133.5% | +14.6% | +118.9% | +253.9% |
| All | +188.0% | +18.4% | +169.6% | +441.2% |
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