+103.3%
BOLD vs SPY
+12.3%
+91.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | +0.1% |
| 7D | +0.8% | +0.1% | +0.7% | +0.9% |
| 30D | -2.8% | -3.3% | +0.6% | -3.1% |
| 3M | -14.9% | -2.4% | -12.5% | -15.0% |
| 6M | +70.8% | +2.6% | +68.3% | +71.4% |
| YTD | +105.0% | +11.2% | +93.8% | +92.7% |
| All | +103.3% | +12.3% | +91.0% | +91.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling