+114.2%
SAP vs BOXX
+18.5%
+95.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | 0.0% |
| 7D | -4.1% | +0.1% | -4.1% | -4.3% |
| 30D | +1.1% | +0.3% | +0.8% | -0.4% |
| 3M | +26.1% | +1.0% | +25.1% | +20.2% |
| 6M | +9.8% | +1.9% | +7.9% | +1.6% |
| YTD | -13.6% | +2.7% | -16.3% | -21.8% |
| 1Y | -18.7% | +4.0% | -22.7% | -28.6% |
| 3Y | +54.1% | +14.7% | +39.5% | +51.9% |
| All | +114.2% | +18.5% | +95.7% | +118.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling