-28.1%
BOEU vs SPY
+41.6%
-69.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -5.7% |
| 7D | -3.4% | +0.1% | -3.5% | -3.9% |
| 30D | -20.2% | -3.3% | -16.9% | -14.8% |
| 3M | -49.1% | -2.4% | -46.6% | -46.6% |
| 6M | -53.5% | +2.6% | -56.1% | -55.9% |
| YTD | -48.1% | +11.2% | -59.4% | -58.4% |
| 1Y | -37.4% | +13.4% | -50.7% | -51.6% |
| All | -28.1% | +41.6% | -69.7% | -58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling