-79.9%
BOLD vs SPY
+50.3%
-130.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | -1.0% | +0.5% | -1.6% | -1.6% |
| 30D | -1.0% | -0.9% | -0.1% | -0.2% |
| 3M | +100.0% | +3.9% | +96.1% | +90.6% |
| 6M | +153.1% | +14.5% | +138.6% | +114.9% |
| YTD | +138.3% | +12.9% | +125.4% | +105.4% |
| 1Y | +148.7% | +19.4% | +129.3% | +98.6% |
| All | -79.9% | +50.3% | -130.3% | -88.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling