+472.0%
SAN vs BOXX
+18.5%
+453.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.2% | +2.4% |
| 7D | +0.2% | +0.1% | +0.2% | +0.3% |
| 30D | +0.9% | +0.3% | +0.6% | +1.8% |
| 3M | +19.1% | +1.0% | +18.1% | +22.7% |
| 6M | +33.2% | +1.9% | +31.3% | +39.8% |
| YTD | +29.1% | +2.7% | +26.4% | +36.6% |
| 1Y | +50.2% | +4.0% | +46.2% | +61.2% |
| 3Y | +351.0% | +14.7% | +336.4% | +690.0% |
| All | +472.0% | +18.5% | +453.5% | +1,415.6% |
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