+32.1%
SOLS vs BOXX
+3.5%
+28.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.6% |
| 7D | +0.3% | +0.1% | +0.3% | 0.0% |
| 30D | +2.1% | +0.4% | +1.7% | +1.7% |
| 3M | -24.1% | +1.0% | -25.2% | -25.0% |
| 6M | -15.0% | +2.0% | -16.9% | -28.9% |
| YTD | +31.6% | +2.6% | +29.0% | -10.6% |
| All | +32.1% | +3.5% | +28.6% | -42.3% |
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