+294.6%
SHOP vs BOXX
+18.5%
+276.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -11.2% | +0.1% | -11.3% | -11.2% |
| 30D | -14.4% | +0.3% | -14.7% | -14.4% |
| 3M | +16.6% | +1.0% | +15.5% | +16.1% |
| 6M | -0.6% | +1.9% | -2.5% | -0.5% |
| YTD | -20.0% | +2.7% | -22.7% | -19.6% |
| 1Y | -11.2% | +4.0% | -15.2% | -11.0% |
| 3Y | +99.5% | +14.7% | +84.8% | +191.2% |
| All | +294.6% | +18.5% | +276.1% | +520.5% |
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 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