+177.8%
SE vs BOXX
+14.7%
+163.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.6% |
| 7D | -5.2% | +0.1% | -5.3% | -5.5% |
| 30D | -17.1% | +0.3% | -17.4% | -18.7% |
| 3M | +24.0% | +1.0% | +22.9% | +16.3% |
| 6M | +21.0% | +1.9% | +19.0% | +6.0% |
| YTD | -16.7% | +2.7% | -19.4% | -31.6% |
| 1Y | -45.9% | +4.0% | -50.0% | -60.5% |
| 3Y | +177.8% | +14.7% | +163.2% | -65.5% |
| All | +177.8% | +14.7% | +163.2% | -65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling