+169.1%
SLV vs BOXX
+18.5%
+150.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -1.6% | +0.3% | -1.9% | -1.5% |
| 3M | -4.4% | +1.0% | -5.5% | -4.7% |
| 6M | -25.4% | +1.9% | -27.3% | -25.9% |
| YTD | -9.8% | +2.7% | -12.5% | -9.8% |
| 1Y | +53.8% | +4.0% | +49.8% | +57.2% |
| 3Y | +174.7% | +14.7% | +160.0% | +256.0% |
| All | +169.1% | +18.5% | +150.6% | +162.0% |
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