+377.6%
SIMO vs BOXX
+18.4%
+359.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +14.5% | +0.1% | +14.5% | +14.8% |
| 30D | +20.4% | +0.3% | +20.1% | +22.4% |
| 3M | +7.1% | +1.0% | +6.2% | +12.9% |
| 6M | +129.2% | +1.9% | +127.3% | +147.0% |
| YTD | +201.9% | +2.6% | +199.3% | +228.5% |
| 1Y | +235.5% | +4.0% | +231.5% | +275.5% |
| 3Y | +463.8% | +14.6% | +449.2% | +880.2% |
| All | +377.6% | +18.4% | +359.2% | +930.2% |
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 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