-22.1%
SNAP vs BOXX
+4.0%
-26.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +3.5% |
| 7D | +3.8% | +0.1% | +3.8% | +4.5% |
| 30D | +9.2% | +0.3% | +8.9% | +12.8% |
| 3M | +6.6% | +1.0% | +5.5% | +14.2% |
| 6M | +16.9% | +1.9% | +14.9% | +35.4% |
| YTD | -29.6% | +2.7% | -32.3% | -3.8% |
| 1Y | -22.1% | +4.0% | -26.1% | +106.8% |
| All | -22.1% | +4.0% | -26.1% | +106.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling