+123.7%
SFM vs BOXX
+18.5%
+105.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.3% |
| 7D | -10.6% | +0.1% | -10.7% | -11.1% |
| 30D | -15.5% | +0.3% | -15.8% | -17.9% |
| 3M | -17.4% | +1.0% | -18.5% | -24.9% |
| 6M | -3.4% | +1.9% | -5.4% | -19.3% |
| YTD | -8.7% | +2.7% | -11.4% | -28.6% |
| 1Y | -47.2% | +4.0% | -51.2% | -63.1% |
| 3Y | +82.7% | +14.7% | +68.1% | -14.4% |
| All | +123.7% | +18.5% | +105.2% | -22.6% |
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