-5.1%
SNXX vs BOXX
+3.0%
-8.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -43.1% | 0.0% | -43.1% | -42.5% |
| 7D | -66.8% | +0.1% | -66.9% | -65.2% |
| 30D | -79.7% | +0.4% | -80.0% | -75.9% |
| 3M | -72.8% | +1.0% | -73.9% | -51.4% |
| 6M | -84.7% | +2.0% | -86.7% | -53.1% |
| All | -5.1% | +3.0% | -8.1% | +102.5% |
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 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