-99.4%
BOLT vs SPY
+112.0%
-211.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.9% | +5.0% | +5.2% |
| 7D | +1.3% | -0.8% | +2.0% | +2.0% |
| 30D | +14.5% | -1.1% | +15.6% | +15.6% |
| 3M | -17.2% | +3.9% | -21.1% | -20.2% |
| 6M | -4.4% | +13.6% | -18.0% | -14.8% |
| YTD | -27.8% | +12.7% | -40.4% | -35.1% |
| 1Y | -25.0% | +17.5% | -42.6% | -35.0% |
| 3Y | -81.4% | +76.9% | -158.3% | -88.9% |
| 5Y | -98.8% | +83.6% | -182.4% | -99.3% |
| All | -99.4% | +112.0% | -211.4% | -99.7% |
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