-99.1%
BOLT vs SPY
+109.8%
-208.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +3.2% |
| 7D | -7.0% | +2.6% | -9.6% | -9.1% |
| 30D | +52.8% | -2.0% | +54.7% | +54.9% |
| 3M | +89.4% | -2.8% | +92.2% | +93.7% |
| 6M | +25.9% | +2.1% | +23.7% | +23.1% |
| YTD | +11.2% | +11.5% | -0.3% | +0.6% |
| 1Y | +29.4% | +13.5% | +15.9% | +15.1% |
| 3Y | -69.0% | +77.7% | -146.7% | -81.7% |
| 5Y | -97.1% | +72.6% | -169.7% | -98.2% |
| All | -99.1% | +109.8% | -208.9% | -99.5% |
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