+19.8%
SYY vs BOXX
+18.5%
+1.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +3.9% | +0.1% | +3.9% | +4.0% |
| 30D | -1.7% | +0.3% | -2.1% | -1.6% |
| 3M | +5.2% | +1.0% | +4.1% | +6.0% |
| 6M | -0.2% | +1.9% | -2.1% | +1.0% |
| YTD | +15.4% | +2.7% | +12.7% | +17.4% |
| 1Y | +5.6% | +4.0% | +1.6% | +7.6% |
| 3Y | +28.9% | +14.7% | +14.2% | +26.6% |
| All | +19.8% | +18.5% | +1.3% | +3.6% |
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 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