-10.7%
BOBS vs SPY
+11.9%
-22.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.6% | -7.5% | -7.0% |
| 7D | -7.5% | -2.0% | -5.5% | -3.9% |
| 30D | -17.2% | -1.7% | -15.5% | -14.5% |
| 3M | +23.8% | +4.7% | +19.0% | +13.1% |
| 6M | -15.9% | +12.5% | -28.4% | -38.7% |
| All | -10.7% | +11.9% | -22.6% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling