+356.2%
SIMO vs BOXX
+18.4%
+337.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | +12.5% | 0.0% | +12.5% | +12.8% |
| 30D | +18.4% | +0.3% | +18.1% | +20.2% |
| 3M | +5.6% | +1.0% | +4.6% | +11.3% |
| 6M | +116.9% | +1.9% | +115.0% | +133.8% |
| YTD | +188.4% | +2.6% | +185.8% | +213.9% |
| 1Y | +221.3% | +4.0% | +217.3% | +259.5% |
| 3Y | +438.6% | +14.6% | +423.9% | +836.5% |
| All | +356.2% | +18.4% | +337.8% | +884.2% |
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