-37.7%
BOC vs SPY
+261.3%
-299.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.3% |
| 7D | -0.7% | -0.4% | -0.4% | -0.4% |
| 30D | -3.6% | -1.4% | -2.2% | -2.5% |
| 3M | +1.4% | +3.7% | -2.3% | -2.0% |
| 6M | +8.9% | +13.0% | -4.1% | -2.6% |
| YTD | +10.8% | +12.4% | -1.6% | -0.6% |
| 1Y | +2.2% | +18.5% | -16.3% | -12.8% |
| 3Y | -17.9% | +77.6% | -95.5% | -52.5% |
| 5Y | -58.1% | +81.7% | -139.8% | -76.1% |
| All | -37.7% | +261.3% | -299.0% | -78.7% |
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