-38.0%
BOC vs SPY
+256.3%
-294.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +0.3% | -0.6% | +0.9% | +0.6% |
| 30D | +5.9% | -3.7% | +9.6% | +9.1% |
| 3M | -3.9% | -2.7% | -1.2% | -2.0% |
| 6M | +20.2% | +2.2% | +18.0% | +17.2% |
| YTD | +10.3% | +10.8% | -0.5% | -0.1% |
| 1Y | +9.7% | +11.2% | -1.5% | -1.2% |
| 3Y | -4.9% | +76.5% | -81.4% | -45.0% |
| 5Y | -59.8% | +72.9% | -132.7% | -76.2% |
| All | -38.0% | +256.3% | -294.2% | -78.6% |
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