+16.7%
SLB vs BOXX
+18.4%
-1.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -2.4% | 0.0% | -2.5% | -2.3% |
| 30D | +4.9% | +0.3% | +4.6% | +5.4% |
| 3M | +1.4% | +1.0% | +0.4% | +3.6% |
| 6M | +17.6% | +1.9% | +15.7% | +23.7% |
| YTD | +48.3% | +2.6% | +45.7% | +58.9% |
| 1Y | +58.7% | +4.0% | +54.7% | +77.6% |
| 3Y | +0.6% | +14.6% | -14.1% | +103.8% |
| All | +16.7% | +18.4% | -1.7% | +275.8% |
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 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