+232.6%
BOAT vs SPY
+83.6%
+149.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -2.2% |
| 7D | -8.5% | +0.1% | -8.5% | -8.5% |
| 30D | -12.0% | -3.3% | -8.7% | -9.9% |
| 3M | +7.5% | -2.4% | +9.9% | +9.4% |
| 6M | +14.5% | +2.6% | +12.0% | +12.2% |
| YTD | +56.8% | +11.2% | +45.6% | +44.8% |
| 1Y | +57.8% | +13.4% | +44.5% | +43.6% |
| 3Y | +128.5% | +79.9% | +48.6% | +45.7% |
| 5Y | +194.5% | +72.2% | +122.3% | +96.3% |
| All | +232.6% | +83.6% | +149.0% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling