+389.3%
SIMO vs BOXX
+18.5%
+370.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | 0.0% | +7.2% | +7.5% |
| 7D | +11.0% | +0.1% | +11.0% | +11.3% |
| 30D | +17.9% | +0.3% | +17.6% | +19.8% |
| 3M | +3.9% | +1.0% | +2.9% | +9.8% |
| 6M | +131.0% | +1.9% | +129.1% | +149.3% |
| YTD | +209.3% | +2.7% | +206.6% | +237.3% |
| 1Y | +223.8% | +4.0% | +219.7% | +262.9% |
| 3Y | +479.2% | +14.7% | +464.6% | +907.2% |
| All | +389.3% | +18.5% | +370.8% | +957.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling