+86.3%
XLI vs BOXX
+18.5%
+67.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | -1.7% | +0.1% | -1.7% | -1.7% |
| 30D | -7.3% | +0.3% | -7.6% | -7.4% |
| 3M | -1.3% | +1.0% | -2.4% | -1.8% |
| 6M | +2.2% | +1.9% | +0.3% | +1.2% |
| YTD | +11.7% | +2.7% | +9.0% | +9.9% |
| 1Y | +14.3% | +4.0% | +10.2% | +11.8% |
| 3Y | +70.3% | +14.7% | +55.7% | +88.6% |
| All | +86.3% | +18.5% | +67.8% | +153.2% |
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