-96.4%
BOIL vs SPY
+77.4%
-173.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +2.2% | +0.1% | +2.0% | +2.2% |
| 30D | +6.3% | +0.1% | +6.2% | +6.3% |
| 3M | -34.1% | +2.0% | -36.0% | -34.0% |
| 6M | -40.2% | +13.0% | -53.2% | -40.4% |
| YTD | -55.5% | +13.5% | -69.0% | -56.0% |
| 1Y | -67.0% | +20.0% | -87.0% | -68.1% |
| All | -96.4% | +77.4% | -173.8% | -97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling