-58.4%
BOC vs SPY
+81.8%
-140.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.2% |
| 7D | +0.1% | +0.5% | -0.4% | -0.3% |
| 30D | -5.0% | -0.9% | -4.0% | -4.2% |
| 3M | +2.5% | +3.9% | -1.3% | -1.1% |
| 6M | +7.8% | +14.5% | -6.7% | -5.0% |
| YTD | +10.9% | +12.9% | -2.0% | -1.1% |
| 1Y | +1.6% | +19.4% | -17.7% | -14.3% |
| 3Y | -17.7% | +78.5% | -96.2% | -55.7% |
| 5Y | -58.4% | +81.8% | -140.1% | -77.7% |
| All | -58.4% | +81.8% | -140.1% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling