-100.0%
BOIL vs SPY
+734.9%
-834.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +4.0% | -2.7% | +6.7% | +4.9% |
| 30D | -24.3% | -5.4% | -19.0% | -22.8% |
| 3M | -10.6% | -4.1% | -6.5% | -9.3% |
| 6M | -33.5% | +0.7% | -34.2% | -33.8% |
| YTD | -63.4% | +8.7% | -72.1% | -65.0% |
| 1Y | -75.0% | +10.9% | -85.9% | -76.3% |
| 3Y | -97.2% | +75.0% | -172.2% | -97.8% |
| 5Y | -99.9% | +67.8% | -167.7% | -99.9% |
| 10Y | -100.0% | +312.9% | -412.8% | -100.0% |
| All | -100.0% | +734.9% | -834.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling