+14.2%
SOLS vs BOXX
+4.1%
+10.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.7% |
| 7D | -12.0% | +0.1% | -12.1% | -12.5% |
| 30D | -10.2% | +0.4% | -10.5% | -12.2% |
| 3M | -11.8% | +1.0% | -12.8% | -14.2% |
| 6M | -34.0% | +2.0% | -36.0% | -35.6% |
| YTD | +13.7% | +3.3% | +10.4% | -12.0% |
| 1Y | +14.2% | +4.0% | +10.2% | -28.9% |
| All | +14.2% | +4.1% | +10.2% | -28.9% |
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 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