-99.0%
BODI vs SPY
+118.5%
-217.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.6% | -6.8% |
| 7D | -9.0% | -0.8% | -8.2% | -8.1% |
| 30D | -18.3% | -1.1% | -17.2% | -17.2% |
| 3M | -44.0% | +3.9% | -47.9% | -46.4% |
| 6M | -52.1% | +13.6% | -65.7% | -58.9% |
| YTD | -49.5% | +12.7% | -62.2% | -56.2% |
| 1Y | -12.5% | +17.5% | -30.0% | -28.3% |
| 3Y | -72.5% | +76.9% | -149.4% | -87.1% |
| 5Y | -98.4% | +83.6% | -182.0% | -99.3% |
| All | -99.0% | +118.5% | -217.5% | -99.6% |
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 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