-82.7%
BOLT vs SPY
+76.5%
-159.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.3% | -4.3% |
| 7D | -4.2% | -0.4% | -3.9% | -3.9% |
| 30D | -7.8% | -1.4% | -6.4% | -6.8% |
| 3M | -20.4% | +3.7% | -24.1% | -23.1% |
| 6M | -10.7% | +13.0% | -23.7% | -19.8% |
| YTD | -32.7% | +12.4% | -45.1% | -39.2% |
| 1Y | -26.9% | +18.5% | -45.4% | -36.9% |
| All | -82.7% | +76.5% | -159.2% | -89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling