0.0%
BOH vs SPY
+72.2%
-72.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +0.3% | -0.6% | +0.9% | +0.7% |
| 30D | +5.5% | -3.7% | +9.1% | +8.7% |
| 3M | -9.6% | -2.7% | -6.9% | -7.8% |
| 6M | -10.8% | +2.2% | -13.0% | -13.1% |
| YTD | +5.9% | +10.8% | -4.9% | -4.0% |
| 1Y | +11.0% | +11.2% | -0.2% | +0.2% |
| 3Y | +54.7% | +76.5% | -21.8% | -8.4% |
| 5Y | 0.0% | +72.9% | -72.9% | -41.1% |
| All | 0.0% | +72.2% | -72.2% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling