+27.1%
XLP vs BOXX
+14.6%
+12.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.4% | 0.0% | -1.5% | -1.5% |
| 30D | -1.3% | +0.3% | -1.6% | -2.0% |
| 3M | +1.8% | +1.0% | +0.8% | -0.3% |
| 6M | -0.8% | +1.9% | -2.7% | -4.2% |
| YTD | +9.5% | +2.6% | +6.9% | +4.8% |
| 1Y | +7.2% | +4.0% | +3.1% | +0.9% |
| 3Y | +27.1% | +14.6% | +12.5% | +9.3% |
| All | +27.1% | +14.6% | +12.5% | +9.3% |
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