+100.5%
SIMO vs BOXX
+4.1%
+96.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.6% | -9.7% |
| 7D | -16.9% | +0.1% | -17.0% | -17.4% |
| 30D | -35.4% | +0.4% | -35.7% | -36.4% |
| 3M | -31.9% | +1.0% | -32.9% | -29.2% |
| 6M | -19.3% | +2.0% | -21.3% | -10.3% |
| YTD | +98.5% | +3.3% | +95.2% | +67.2% |
| 1Y | +100.5% | +4.1% | +96.5% | -5.5% |
| All | +100.5% | +4.1% | +96.5% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling