-99.8%
BOIL vs SPY
+82.0%
-181.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | +2.2% | +0.1% | +2.0% | +2.0% |
| 30D | +6.3% | +0.1% | +6.2% | +6.1% |
| 3M | -34.1% | +2.0% | -36.0% | -35.0% |
| 6M | -40.2% | +13.0% | -53.2% | -45.0% |
| YTD | -55.5% | +13.5% | -69.0% | -59.7% |
| 1Y | -67.0% | +20.0% | -87.0% | -71.5% |
| 3Y | -96.7% | +77.2% | -173.8% | -98.1% |
| All | -99.8% | +82.0% | -181.8% | -99.9% |
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 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