+80.5%
BOKF vs SPY
+81.0%
-0.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | -1.2% | -0.4% | -0.8% | -0.9% |
| 30D | -5.6% | -1.4% | -4.3% | -4.5% |
| 3M | +3.2% | +3.7% | -0.5% | -0.1% |
| 6M | +8.3% | +13.0% | -4.7% | -2.9% |
| YTD | +15.1% | +12.4% | +2.8% | +3.7% |
| 1Y | +24.1% | +18.5% | +5.5% | +6.8% |
| 3Y | +75.5% | +77.6% | -2.1% | +7.5% |
| 5Y | +80.5% | +81.7% | -1.2% | +9.7% |
| All | +80.5% | +81.0% | -0.5% | +9.7% |
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 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