+18.8%
SLB vs BOXX
+18.4%
+0.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.9% | +0.1% | -1.9% | -1.7% |
| 30D | +7.8% | +0.3% | +7.5% | +8.4% |
| 3M | +2.7% | +1.0% | +1.7% | +4.9% |
| 6M | +22.2% | +1.9% | +20.2% | +28.4% |
| YTD | +51.1% | +2.6% | +48.5% | +61.8% |
| 1Y | +63.3% | +4.0% | +59.3% | +82.9% |
| 3Y | +2.4% | +14.6% | -12.2% | +107.6% |
| All | +18.8% | +18.4% | +0.4% | +282.7% |
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