-82.5%
BOLD vs SPY
+48.4%
-130.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.0% |
| 7D | +1.6% | +2.6% | -1.0% | -0.8% |
| 30D | +4.6% | -2.0% | +6.6% | +6.3% |
| 3M | -9.9% | -2.8% | -7.1% | -7.8% |
| 6M | +62.3% | +2.1% | +60.2% | +57.0% |
| YTD | +108.3% | +11.5% | +96.8% | +81.2% |
| 1Y | +108.3% | +13.5% | +94.9% | +76.7% |
| All | -82.5% | +48.4% | -130.9% | -89.8% |
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