+2.3%
TECH vs BOXX
+14.7%
-12.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.6% |
| 30D | 0.0% | +0.3% | -0.4% | -1.1% |
| 3M | +33.7% | +1.0% | +32.6% | +29.0% |
| 6M | +34.9% | +1.9% | +33.0% | +27.7% |
| YTD | +23.2% | +2.7% | +20.5% | +14.6% |
| 1Y | +36.3% | +4.0% | +32.3% | +24.2% |
| 3Y | +2.3% | +14.7% | -12.4% | -7.9% |
| All | +2.3% | +14.7% | -12.4% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling