-85.6%
SMR vs BOXX
+4.1%
-89.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.6% |
| 7D | -9.5% | +0.1% | -9.6% | -9.9% |
| 30D | -33.2% | +0.4% | -33.6% | -33.9% |
| 3M | -45.9% | +1.0% | -47.0% | -48.7% |
| 6M | -57.9% | +2.0% | -59.8% | -68.0% |
| YTD | -63.8% | +3.3% | -67.1% | -87.1% |
| 1Y | -85.6% | +4.1% | -89.7% | -97.8% |
| All | -85.6% | +4.1% | -89.7% | -97.8% |
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 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