+7.9%
UMAC vs BOXX
+4.1%
+3.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | 0.0% | -10.9% | -11.6% |
| 7D | -26.0% | +0.1% | -26.2% | -27.9% |
| 30D | -40.3% | +0.4% | -40.7% | -44.8% |
| 3M | -51.1% | +1.0% | -52.2% | -61.7% |
| 6M | -5.6% | +2.0% | -7.6% | -50.0% |
| YTD | +2.3% | +3.3% | -1.0% | -75.1% |
| 1Y | +7.9% | +4.1% | +3.8% | -85.9% |
| All | +7.9% | +4.1% | +3.8% | -85.9% |
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 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