+293.4%
SN vs BOXX
+15.3%
+278.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -7.2% | 0.0% | -7.3% | -7.5% |
| 30D | -13.4% | +0.3% | -13.7% | -15.1% |
| 3M | +26.8% | +1.0% | +25.8% | +18.1% |
| 6M | +44.6% | +1.9% | +42.7% | +25.5% |
| YTD | +45.3% | +2.6% | +42.7% | +19.9% |
| 1Y | +40.1% | +4.0% | +36.1% | +5.7% |
| 3Y | +375.3% | +14.6% | +360.7% | +484.9% |
| All | +293.4% | +15.3% | +278.1% | +599.6% |
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