+116.7%
UMAC vs BOXX
+4.0%
+112.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -3.2% |
| 7D | -3.4% | +0.1% | -3.5% | -4.2% |
| 30D | -15.1% | +0.3% | -15.4% | -20.1% |
| 3M | -10.8% | +1.0% | -11.8% | -29.3% |
| 6M | +15.7% | +1.9% | +13.7% | -32.6% |
| YTD | +80.1% | +2.7% | +77.5% | -13.2% |
| 1Y | +116.7% | +4.0% | +112.7% | -43.9% |
| All | +116.7% | +4.0% | +112.7% | -43.9% |
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