+586.3%
SPOT vs BOXX
+18.5%
+567.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | -3.1% | +0.1% | -3.1% | -3.2% |
| 30D | +7.4% | +0.3% | +7.1% | +6.8% |
| 3M | +8.2% | +1.0% | +7.1% | +6.5% |
| 6M | +2.2% | +1.9% | +0.3% | +0.9% |
| YTD | -9.5% | +2.7% | -12.1% | -9.8% |
| 1Y | -23.8% | +4.0% | -27.9% | -23.1% |
| 3Y | +233.5% | +14.7% | +218.8% | +504.9% |
| All | +586.3% | +18.5% | +567.8% | +1,684.3% |
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