-79.9%
BOLD vs SPY
+51.2%
-131.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +2.5% | +0.1% | +2.4% | +2.4% |
| 3M | +95.2% | +2.0% | +93.2% | +90.6% |
| 6M | +151.8% | +13.0% | +138.7% | +117.5% |
| YTD | +139.2% | +13.5% | +125.6% | +105.0% |
| 1Y | +154.0% | +20.0% | +134.0% | +101.9% |
| All | -79.9% | +51.2% | -131.0% | -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 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