+2.9%
SPGI vs BOXX
+4.1%
-1.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +2.9% |
| 7D | +7.2% | +0.1% | +7.1% | +5.8% |
| 30D | +23.2% | +0.4% | +22.9% | +17.4% |
| 3M | +17.0% | +1.0% | +16.0% | +0.8% |
| 6M | +20.4% | +2.0% | +18.5% | -6.2% |
| YTD | -1.9% | +3.3% | -5.2% | -28.4% |
| 1Y | +2.9% | +4.1% | -1.2% | -22.6% |
| All | +2.9% | +4.1% | -1.2% | -22.6% |
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 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