-87.6%
SPXS vs BOXX
+18.5%
-106.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.3% |
| 7D | +2.5% | +0.1% | +2.4% | +2.6% |
| 30D | +4.2% | +0.3% | +3.9% | +4.7% |
| 3M | -9.3% | +1.0% | -10.4% | -7.8% |
| 6M | -30.7% | +1.9% | -32.6% | -28.1% |
| YTD | -28.1% | +2.7% | -30.7% | -24.0% |
| 1Y | -35.1% | +4.0% | -39.1% | -30.1% |
| 3Y | -79.6% | +14.7% | -94.2% | -85.1% |
| All | -87.6% | +18.5% | -106.0% | -93.4% |
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