+148.1%
XLC vs BOXX
+18.4%
+129.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | +0.2% | +0.3% | -0.1% | -0.4% |
| 3M | +0.7% | +1.0% | -0.3% | -1.1% |
| 6M | -4.5% | +1.9% | -6.4% | -7.6% |
| YTD | -4.7% | +2.6% | -7.4% | -9.0% |
| 1Y | -1.5% | +4.0% | -5.5% | -8.3% |
| 3Y | +72.2% | +14.6% | +57.6% | +53.2% |
| All | +148.1% | +18.4% | +129.7% | +94.7% |
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