-61.9%
BOF vs SPY
+76.8%
-138.6%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -1.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.2% |
| 30D | -51.2% | -3.3% | -47.8% | -50.0% |
| 3M | -59.3% | -2.4% | -56.9% | -58.7% |
| 6M | -50.3% | +2.6% | -52.9% | -51.5% |
| YTD | -46.9% | +11.2% | -58.1% | -51.2% |
| 1Y | -43.1% | +13.4% | -56.5% | -48.3% |
| 3Y | +7.0% | +79.9% | -72.9% | -32.9% |
| All | -61.9% | +76.8% | -138.6% | -74.2% |
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