+41.4%
SW vs BOXX
+18.4%
+22.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | -4.6% | +0.4% | -4.9% | -5.4% |
| 3M | +9.4% | +1.0% | +8.4% | +7.1% |
| 6M | +3.5% | +2.0% | +1.5% | -1.0% |
| YTD | +22.0% | +2.6% | +19.4% | +14.7% |
| 1Y | +2.2% | +4.1% | -1.9% | -6.9% |
| 3Y | +19.6% | +14.7% | +4.9% | +10.8% |
| All | +41.4% | +18.4% | +22.9% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling