+14.1%
SPGI vs BOXX
+14.6%
-0.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -8.9% | 0.0% | -9.0% | -9.2% |
| 30D | +0.6% | +0.3% | +0.4% | -1.1% |
| 3M | +2.0% | +1.0% | +1.0% | -3.8% |
| 6M | +0.1% | +1.9% | -1.9% | -9.2% |
| YTD | -16.4% | +2.6% | -19.1% | -26.0% |
| 1Y | -18.9% | +4.0% | -22.9% | -31.4% |
| All | +14.1% | +14.6% | -0.5% | -24.8% |
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