-35.4%
SNAP vs BOXX
+18.4%
-53.9%
-77.5%
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 | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | +0.2% | +0.3% | -0.1% | -0.3% |
| 3M | +2.6% | +1.0% | +1.6% | +0.2% |
| 6M | +12.4% | +1.9% | +10.5% | +7.2% |
| YTD | -31.6% | +2.6% | -34.2% | -35.9% |
| 1Y | -21.7% | +4.0% | -25.7% | -29.1% |
| 3Y | -41.2% | +14.6% | -55.8% | -39.8% |
| All | -35.4% | +18.4% | -53.9% | +22.5% |
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