+323.8%
SN vs BOXX
+15.3%
+308.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +0.1% | 0.0% | +0.1% | 0.0% |
| 30D | -5.6% | +0.3% | -5.9% | -7.7% |
| 3M | +48.1% | +1.0% | +47.0% | +37.6% |
| 6M | +57.6% | +1.9% | +55.7% | +36.8% |
| YTD | +56.5% | +2.6% | +53.9% | +29.2% |
| 1Y | +52.6% | +4.0% | +48.5% | +14.9% |
| 3Y | +412.0% | +14.6% | +397.4% | +530.2% |
| All | +323.8% | +15.3% | +308.5% | +653.8% |
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 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