+16.9%
BOH vs SPY
+307.0%
-290.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | -0.2% | +2.6% | -2.8% | -2.7% |
| 30D | +5.6% | -2.0% | +7.6% | +7.3% |
| 3M | -12.2% | -2.8% | -9.4% | -10.2% |
| 6M | -6.6% | +2.1% | -8.8% | -9.2% |
| YTD | +4.4% | +11.5% | -7.1% | -6.9% |
| 1Y | +9.3% | +13.5% | -4.1% | -4.3% |
| 3Y | +50.8% | +77.7% | -26.9% | -16.1% |
| 5Y | -1.3% | +72.6% | -73.9% | -43.5% |
| All | +16.9% | +307.0% | -290.1% | -74.9% |
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