+560.0%
STRL vs BOXX
+14.7%
+545.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.3% |
| 7D | +5.0% | +0.1% | +5.0% | +4.9% |
| 30D | -6.9% | +0.3% | -7.2% | -7.6% |
| 3M | -39.1% | +1.0% | -40.1% | -40.5% |
| 6M | +21.5% | +1.9% | +19.6% | +11.2% |
| YTD | +66.9% | +2.7% | +64.2% | +42.2% |
| 1Y | +61.6% | +4.0% | +57.6% | +24.9% |
| 3Y | +560.0% | +14.7% | +545.4% | +160.8% |
| All | +560.0% | +14.7% | +545.3% | +160.8% |
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