+22.2%
XLP vs BOXX
+18.4%
+3.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | -2.2% | +0.3% | -2.5% | -2.7% |
| 3M | -0.6% | +1.0% | -1.5% | -1.9% |
| 6M | -2.2% | +1.9% | -4.1% | -4.3% |
| YTD | +8.3% | +2.6% | +5.6% | +5.4% |
| 1Y | +5.7% | +4.0% | +1.7% | +2.2% |
| 3Y | +25.7% | +14.6% | +11.1% | +22.4% |
| All | +22.2% | +18.4% | +3.8% | +25.5% |
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