+253.0%
BOE vs SPY
+835.3%
-582.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.8% |
| 7D | +0.9% | +3.3% | -2.4% | -1.8% |
| 30D | -3.9% | -2.7% | -1.2% | -1.7% |
| 3M | -7.9% | -1.7% | -6.1% | -6.6% |
| 6M | -1.1% | +3.1% | -4.2% | -3.8% |
| YTD | +3.3% | +11.9% | -8.6% | -6.2% |
| 1Y | +6.0% | +12.0% | -6.0% | -3.8% |
| 3Y | +52.7% | +78.2% | -25.5% | -7.3% |
| 5Y | +34.9% | +73.2% | -38.3% | -17.2% |
| 10Y | +130.9% | +309.6% | -178.8% | -35.5% |
| All | +253.0% | +835.3% | -582.3% | -50.1% |
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