-32.4%
STZ vs BOXX
+19.3%
-51.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -0.9% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +14.9% | +0.4% | +14.6% | +15.3% |
| 3M | +8.4% | +1.0% | +7.4% | +9.0% |
| 6M | +2.8% | +2.0% | +0.8% | +4.4% |
| YTD | +7.5% | +3.4% | +4.2% | +10.5% |
| 1Y | +12.5% | +4.1% | +8.5% | +15.7% |
| 3Y | -35.4% | +14.3% | -49.7% | -25.4% |
| All | -32.4% | +19.3% | -51.6% | +0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling