-14.8%
SMR vs BOXX
+18.5%
-33.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | 0.0% | -15.7% | -16.3% |
| 7D | -11.2% | +0.1% | -11.3% | -12.0% |
| 30D | -10.2% | +0.3% | -10.5% | -14.7% |
| 3M | -10.0% | +1.0% | -11.1% | -25.0% |
| 6M | -30.5% | +1.9% | -32.4% | -51.7% |
| YTD | -39.2% | +2.7% | -41.9% | -63.4% |
| 1Y | -75.5% | +4.0% | -79.6% | -88.4% |
| 3Y | +45.4% | +14.7% | +30.8% | -78.8% |
| All | -14.8% | +18.5% | -33.2% | -90.6% |
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