+480.8%
SMTC vs BOXX
+18.4%
+462.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -3.0% |
| 7D | +17.5% | 0.0% | +17.5% | +17.2% |
| 30D | +21.3% | +0.3% | +21.0% | +18.9% |
| 3M | +3.1% | +1.0% | +2.2% | -4.5% |
| 6M | +81.7% | +1.9% | +79.8% | +53.2% |
| YTD | +115.9% | +2.6% | +113.3% | +68.4% |
| 1Y | +157.8% | +4.0% | +153.8% | +73.5% |
| 3Y | +557.3% | +14.6% | +542.7% | +208.4% |
| All | +480.8% | +18.4% | +462.3% | +255.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling