-68.0%
BOIL vs SPY
+17.9%
-85.9%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -6.1% |
| 7D | -10.8% | -0.4% | -10.4% | -11.2% |
| 30D | -8.6% | -1.4% | -7.2% | -10.2% |
| 3M | -30.6% | +3.7% | -34.3% | -26.4% |
| 6M | -48.6% | +13.0% | -61.6% | -35.9% |
| YTD | -58.7% | +12.4% | -71.1% | -49.6% |
| All | -68.0% | +17.9% | -85.9% | -54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling