+11.5%
BOC vs SPY
+14.6%
-3.1%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.4% | +2.8% |
| 7D | +9.9% | -0.7% | +10.6% | +9.9% |
| 30D | +6.1% | -1.0% | +7.1% | +6.1% |
| 3M | -3.9% | -0.3% | -3.6% | -3.9% |
| 6M | +15.7% | +7.3% | +8.3% | +15.5% |
| YTD | +13.3% | +13.3% | 0.0% | +13.1% |
| 1Y | +11.5% | +14.8% | -3.3% | +12.5% |
| All | +11.5% | +14.6% | -3.1% | +12.5% |
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 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