-91.0%
SNDQ vs BOXX
+2.1%
-93.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | 0.0% | +15.2% | +13.6% |
| 7D | +66.1% | +0.1% | +66.0% | +60.2% |
| 30D | +122.5% | +0.4% | +122.2% | +94.3% |
| 3M | +11.6% | +1.0% | +10.6% | -44.4% |
| 6M | -82.2% | +2.0% | -84.1% | -94.5% |
| All | -91.0% | +2.1% | -93.1% | -97.1% |
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