+40.9%
SO vs BOXX
+18.4%
+22.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | 0.0% | +0.1% | 0.0% | 0.0% |
| 30D | -2.5% | +0.3% | -2.8% | -2.5% |
| 3M | -4.2% | +1.0% | -5.1% | -4.3% |
| 6M | -7.7% | +1.9% | -9.6% | -7.4% |
| YTD | +3.8% | +2.6% | +1.2% | +4.4% |
| 1Y | +0.1% | +4.0% | -4.0% | +1.0% |
| 3Y | +44.2% | +14.6% | +29.6% | +48.0% |
| All | +40.9% | +18.4% | +22.5% | +50.9% |
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