+17.7%
STM vs BOXX
+14.6%
+3.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.1% | 0.0% | -1.1% | -1.2% |
| 30D | -7.8% | +0.3% | -8.1% | -8.8% |
| 3M | -28.2% | +1.0% | -29.2% | -30.8% |
| 6M | +52.0% | +1.9% | +50.0% | +38.8% |
| YTD | +96.4% | +2.6% | +93.7% | +71.1% |
| 1Y | +98.8% | +4.0% | +94.8% | +57.9% |
| All | +17.7% | +14.6% | +3.1% | -42.3% |
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 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