+14.3%
BOEU vs SPY
+44.5%
-30.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +2.2% |
| 7D | +2.2% | +0.1% | +2.0% | +1.9% |
| 30D | -23.0% | +0.1% | -23.1% | -23.0% |
| 3M | -9.6% | +2.0% | -11.6% | -12.9% |
| 6M | -22.7% | +13.0% | -35.7% | -39.5% |
| YTD | -17.5% | +13.5% | -31.1% | -36.3% |
| 1Y | -31.8% | +20.0% | -51.8% | -51.3% |
| All | +14.3% | +44.5% | -30.2% | -35.8% |
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