+27.1%
SW vs BOXX
+4.1%
+23.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.5% |
| 7D | +2.3% | +0.2% | +2.1% | +1.4% |
| 30D | +6.8% | +0.4% | +6.4% | +4.6% |
| 3M | -5.2% | +1.1% | -6.3% | -10.3% |
| 6M | +7.4% | +2.1% | +5.3% | -0.1% |
| YTD | +17.4% | +3.4% | +14.0% | -4.7% |
| 1Y | +27.1% | +4.2% | +22.9% | +0.8% |
| All | +27.1% | +4.1% | +23.0% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling