+54.4%
STM vs BOXX
+18.4%
+36.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +5.2% | 0.0% | +5.2% | +5.2% |
| 30D | -7.4% | +0.3% | -7.7% | -7.7% |
| 3M | -30.6% | +1.0% | -31.7% | -31.3% |
| 6M | +66.4% | +1.9% | +64.4% | +61.3% |
| YTD | +101.1% | +2.6% | +98.5% | +91.0% |
| 1Y | +97.4% | +4.0% | +93.3% | +80.3% |
| 3Y | +21.1% | +14.6% | +6.5% | +30.7% |
| All | +54.4% | +18.4% | +36.0% | +133.4% |
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