+116.0%
SPG vs BOXX
+18.4%
+97.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -1.7% | +0.1% | -1.7% | -1.8% |
| 30D | -6.3% | +0.3% | -6.6% | -6.9% |
| 3M | -2.4% | +1.0% | -3.4% | -4.5% |
| 6M | +9.6% | +1.9% | +7.7% | +5.5% |
| YTD | +14.2% | +2.6% | +11.6% | +8.6% |
| 1Y | +19.3% | +4.0% | +15.3% | +11.0% |
| 3Y | +106.7% | +14.6% | +92.1% | +91.3% |
| All | +116.0% | +18.4% | +97.6% | +86.6% |
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