-100.0%
BOIL vs SPY
+304.1%
-404.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | +15.7% | -0.6% | +16.3% | +16.0% |
| 30D | -14.4% | -3.7% | -10.7% | -12.9% |
| 3M | -8.4% | -2.7% | -5.7% | -7.2% |
| 6M | -25.0% | +2.2% | -27.1% | -25.9% |
| YTD | -58.6% | +10.8% | -69.4% | -61.2% |
| 1Y | -71.6% | +11.2% | -82.8% | -73.4% |
| 3Y | -96.2% | +76.5% | -172.7% | -97.3% |
| 5Y | -99.8% | +72.9% | -172.8% | -99.9% |
| 10Y | -100.0% | +304.8% | -404.8% | -100.0% |
| All | -100.0% | +304.1% | -404.1% | -100.0% |
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