+254.3%
BOAT vs SPY
+87.4%
+166.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | +17.6% | +0.1% | +17.5% | +17.5% |
| 3M | +28.1% | +2.0% | +26.1% | +26.1% |
| 6M | +24.9% | +13.0% | +11.9% | +14.1% |
| YTD | +67.1% | +13.5% | +53.5% | +52.1% |
| 1Y | +72.7% | +20.0% | +52.8% | +51.0% |
| 3Y | +139.6% | +77.2% | +62.4% | +54.8% |
| 5Y | +198.2% | +81.9% | +116.3% | +84.7% |
| All | +254.3% | +87.4% | +166.9% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling