+173.3%
SPMO vs BOXX
+18.5%
+154.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.6% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -1.9% | +0.3% | -2.2% | -1.6% |
| 3M | -1.4% | +1.0% | -2.4% | -0.5% |
| 6M | +25.5% | +1.9% | +23.6% | +26.0% |
| YTD | +24.8% | +2.7% | +22.2% | +24.6% |
| 1Y | +24.5% | +4.0% | +20.5% | +23.6% |
| 3Y | +157.1% | +14.7% | +142.5% | +196.7% |
| All | +173.3% | +18.5% | +154.8% | +276.2% |
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