+475.9%
SITM vs BOXX
+14.7%
+461.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +3.9% | +0.1% | +3.8% | +3.8% |
| 30D | -6.6% | +0.3% | -6.9% | -6.9% |
| 3M | -11.9% | +1.0% | -12.9% | -13.1% |
| 6M | +81.1% | +1.9% | +79.2% | +70.3% |
| YTD | +80.0% | +2.7% | +77.3% | +60.2% |
| 1Y | +145.8% | +4.0% | +141.8% | +94.5% |
| 3Y | +475.9% | +14.7% | +461.2% | +114.3% |
| All | +475.9% | +14.7% | +461.2% | +114.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling