+226.8%
SOXX vs BOXX
+14.7%
+212.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.8% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -3.6% | +0.3% | -3.9% | -3.8% |
| 3M | -10.2% | +1.0% | -11.2% | -11.5% |
| 6M | +54.2% | +1.9% | +52.3% | +45.9% |
| YTD | +75.2% | +2.7% | +72.5% | +59.0% |
| 1Y | +107.5% | +4.0% | +103.5% | +77.6% |
| 3Y | +226.8% | +14.7% | +212.1% | +116.4% |
| All | +226.8% | +14.7% | +212.1% | +116.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling