+10.3%
SLV vs BOXX
+4.1%
+6.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.1% | +4.9% |
| 7D | -3.9% | +0.1% | -4.0% | -4.6% |
| 30D | -14.5% | +0.4% | -14.8% | -16.5% |
| 3M | -12.4% | +1.0% | -13.4% | -18.3% |
| 6M | -28.5% | +2.0% | -30.4% | -40.8% |
| YTD | -26.8% | +3.3% | -30.1% | -51.2% |
| 1Y | +10.3% | +4.1% | +6.3% | -35.5% |
| All | +10.3% | +4.1% | +6.3% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling