+119.0%
BOCT vs SPY
+183.7%
-64.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -2.0% | -2.7% | +0.7% | -0.2% |
| 30D | -3.7% | -5.4% | +1.7% | -0.2% |
| 3M | -0.8% | -4.1% | +3.3% | +2.0% |
| 6M | +3.1% | +0.7% | +2.4% | +2.5% |
| YTD | +8.7% | +8.7% | +0.1% | +2.6% |
| 1Y | +10.8% | +10.9% | -0.1% | +3.2% |
| 3Y | +49.1% | +75.0% | -25.9% | +1.2% |
| 5Y | +56.8% | +67.8% | -11.0% | +8.5% |
| All | +119.0% | +183.7% | -64.8% | +1.6% |
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