+15.0%
QCOM vs BOXX
+4.0%
+11.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.7% |
| 7D | +7.8% | +0.1% | +7.8% | +7.6% |
| 30D | +12.2% | +0.3% | +11.9% | +10.2% |
| 3M | -9.9% | +1.0% | -10.9% | -16.0% |
| 6M | +36.9% | +1.9% | +35.0% | +23.4% |
| YTD | +8.0% | +2.7% | +5.4% | -3.9% |
| 1Y | +15.0% | +4.0% | +11.0% | +19.1% |
| All | +15.0% | +4.0% | +11.0% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling