+1,682.7%
STX vs BOXX
+18.5%
+1,664.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.8% | -3.5% |
| 7D | -2.3% | +0.1% | -2.3% | -2.0% |
| 30D | -5.5% | +0.3% | -5.8% | -4.1% |
| 3M | -4.3% | +1.0% | -5.3% | +0.5% |
| 6M | +115.6% | +1.9% | +113.7% | +129.3% |
| YTD | +202.2% | +2.7% | +199.5% | +221.0% |
| 1Y | +325.3% | +4.0% | +321.3% | +359.4% |
| 3Y | +1,283.9% | +14.7% | +1,269.3% | +2,631.1% |
| All | +1,682.7% | +18.5% | +1,664.2% | +5,290.6% |
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