-29.2%
BOEU vs SPY
+41.9%
-71.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.4% |
| 7D | -2.4% | +2.6% | -5.0% | -7.5% |
| 30D | -16.2% | -2.0% | -14.2% | -13.2% |
| 3M | -47.9% | -2.8% | -45.2% | -44.9% |
| 6M | -55.4% | +2.1% | -57.5% | -57.3% |
| YTD | -48.9% | +11.5% | -60.4% | -59.2% |
| 1Y | -38.4% | +13.5% | -51.9% | -52.4% |
| All | -29.2% | +41.9% | -71.1% | -58.9% |
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