+57.4%
XLE vs BOXX
+14.6%
+42.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.5% | 0.0% | +0.4% | +0.4% |
| 30D | +6.6% | +0.3% | +6.3% | +6.2% |
| 3M | +12.3% | +1.0% | +11.3% | +11.2% |
| 6M | +18.4% | +1.9% | +16.5% | +17.6% |
| YTD | +47.2% | +2.6% | +44.6% | +47.6% |
| 1Y | +50.3% | +4.0% | +46.3% | +53.8% |
| All | +57.4% | +14.6% | +42.8% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling