+461.3%
SAN vs BOXX
+18.4%
+442.9%
-20.3%
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 | -0.5% | +0.1% | -0.5% | -0.3% |
| 30D | -0.1% | +0.3% | -0.4% | +0.8% |
| 3M | +19.6% | +1.0% | +18.7% | +23.0% |
| 6M | +32.7% | +1.9% | +30.8% | +39.2% |
| YTD | +26.7% | +2.6% | +24.1% | +33.8% |
| 1Y | +51.6% | +4.0% | +47.6% | +62.5% |
| 3Y | +348.7% | +14.6% | +334.1% | +686.7% |
| All | +461.3% | +18.4% | +442.9% | +1,385.2% |
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