+124.7%
SFM vs BOXX
+18.4%
+106.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | -7.2% | +0.1% | -7.2% | -7.7% |
| 30D | -14.3% | +0.3% | -14.6% | -16.7% |
| 3M | -13.7% | +1.0% | -14.7% | -21.1% |
| 6M | -6.0% | +1.9% | -7.9% | -21.4% |
| YTD | -8.2% | +2.6% | -10.9% | -27.9% |
| 1Y | -46.2% | +4.0% | -50.3% | -62.4% |
| 3Y | +83.6% | +14.6% | +68.9% | -13.5% |
| All | +124.7% | +18.4% | +106.3% | -21.8% |
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