-66.4%
STLA vs BOXX
+14.7%
-81.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.2% | +2.3% |
| 7D | -2.9% | +0.1% | -2.9% | -2.9% |
| 30D | +0.9% | +0.3% | +0.6% | +1.2% |
| 3M | -21.6% | +1.0% | -22.7% | -20.7% |
| 6M | -21.6% | +1.9% | -23.6% | -20.1% |
| YTD | -50.4% | +2.7% | -53.1% | -49.9% |
| 1Y | -43.6% | +4.0% | -47.6% | -44.7% |
| 3Y | -66.4% | +14.7% | -81.1% | -68.2% |
| All | -66.4% | +14.7% | -81.1% | -68.2% |
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 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