-8.8%
TECH vs BOXX
+18.4%
-27.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.1% | +0.1% | -0.1% | -0.1% |
| 30D | +0.3% | +0.3% | 0.0% | -0.1% |
| 3M | +32.9% | +1.0% | +32.0% | +31.5% |
| 6M | +32.1% | +1.9% | +30.1% | +30.7% |
| YTD | +23.4% | +2.6% | +20.8% | +22.2% |
| 1Y | +34.1% | +4.0% | +30.0% | +34.3% |
| 3Y | +2.2% | +14.6% | -12.4% | +48.4% |
| All | -8.8% | +18.4% | -27.2% | +117.9% |
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 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