+183.8%
STT vs BOXX
+18.5%
+165.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +1.7% | +0.3% | +1.4% | +2.2% |
| 3M | +17.9% | +1.0% | +16.9% | +20.0% |
| 6M | +55.3% | +1.9% | +53.4% | +60.2% |
| YTD | +52.7% | +2.7% | +50.0% | +59.5% |
| 1Y | +75.7% | +4.0% | +71.6% | +88.2% |
| 3Y | +197.9% | +14.7% | +183.3% | +367.3% |
| All | +183.8% | +18.5% | +165.4% | +757.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling