-13.3%
BOEG vs SPY
+29.8%
-43.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | +0.3% |
| 7D | +5.2% | +0.5% | +4.6% | +3.8% |
| 30D | -19.8% | -0.9% | -18.8% | -17.9% |
| 3M | -9.5% | +3.9% | -13.4% | -16.4% |
| 6M | -25.9% | +14.5% | -40.4% | -44.3% |
| YTD | -18.9% | +12.9% | -31.8% | -38.1% |
| 1Y | -33.2% | +19.4% | -52.6% | -54.0% |
| All | -13.3% | +29.8% | -43.1% | -51.0% |
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