+253.1%
BOE vs SPY
+831.9%
-578.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +0.7% | +2.6% | -1.9% | -1.5% |
| 30D | -2.2% | -2.0% | -0.2% | -0.6% |
| 3M | -7.9% | -2.8% | -5.1% | -5.7% |
| 6M | -1.0% | +2.1% | -3.1% | -2.9% |
| YTD | +3.3% | +11.5% | -8.2% | -5.9% |
| 1Y | +7.3% | +13.5% | -6.2% | -3.7% |
| 3Y | +51.8% | +77.7% | -25.9% | -7.7% |
| 5Y | +34.9% | +72.6% | -37.7% | -17.0% |
| 10Y | +130.9% | +308.2% | -177.2% | -35.2% |
| All | +253.1% | +831.9% | -578.8% | -50.0% |
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