+282.9%
SMH vs BOXX
+14.7%
+268.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.4% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -2.8% | +0.3% | -3.1% | -3.1% |
| 3M | -6.7% | +1.0% | -7.8% | -8.2% |
| 6M | +41.8% | +1.9% | +39.8% | +34.7% |
| YTD | +57.9% | +2.7% | +55.2% | +44.7% |
| 1Y | +87.6% | +4.0% | +83.6% | +63.5% |
| 3Y | +282.9% | +14.7% | +268.3% | +175.4% |
| All | +282.9% | +14.7% | +268.3% | +175.4% |
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