+99.1%
STM vs BOXX
+4.0%
+95.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.8% |
| 7D | -1.4% | +0.1% | -1.4% | -1.1% |
| 30D | -4.9% | +0.3% | -5.2% | -3.1% |
| 3M | -34.0% | +1.0% | -35.0% | -29.7% |
| 6M | +51.8% | +1.9% | +49.9% | +64.0% |
| YTD | +99.4% | +2.7% | +96.7% | +117.3% |
| 1Y | +99.1% | +4.0% | +95.0% | +170.9% |
| All | +99.1% | +4.0% | +95.0% | +170.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling