+289.1%
SN vs BOXX
+15.3%
+273.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.4% |
| 7D | -7.3% | +0.1% | -7.3% | -7.6% |
| 30D | -13.6% | +0.3% | -13.9% | -15.5% |
| 3M | +18.6% | +1.0% | +17.5% | +10.0% |
| 6M | +46.0% | +1.9% | +44.0% | +26.8% |
| YTD | +43.7% | +2.7% | +41.0% | +18.3% |
| 1Y | +39.2% | +4.0% | +35.1% | +4.8% |
| 3Y | +306.5% | +14.7% | +291.8% | +395.0% |
| All | +289.1% | +15.3% | +273.7% | +589.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling