+62.2%
SONY vs BOXX
+18.5%
+43.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.5% |
| 7D | -2.7% | +0.1% | -2.7% | -2.8% |
| 30D | +1.5% | +0.3% | +1.2% | +1.1% |
| 3M | +13.0% | +1.0% | +12.0% | +12.0% |
| 6M | +11.2% | +1.9% | +9.3% | +8.9% |
| YTD | -6.6% | +2.7% | -9.3% | -9.4% |
| 1Y | -18.1% | +4.0% | -22.2% | -21.0% |
| 3Y | +42.1% | +14.7% | +27.4% | +42.2% |
| All | +62.2% | +18.5% | +43.8% | +86.0% |
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