+150.6%
XLC vs BOXX
+18.5%
+132.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +0.9% |
| 7D | +0.5% | +0.1% | +0.5% | +0.4% |
| 30D | +2.1% | +0.3% | +1.8% | +1.5% |
| 3M | +0.7% | +1.0% | -0.4% | -1.3% |
| 6M | -3.2% | +1.9% | -5.1% | -6.4% |
| YTD | -3.8% | +2.7% | -6.5% | -8.1% |
| 1Y | -2.0% | +4.0% | -6.1% | -8.8% |
| 3Y | +71.4% | +14.7% | +56.7% | +52.2% |
| All | +150.6% | +18.5% | +132.1% | +96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling