-37.5%
BOOM vs SPY
+318.9%
-356.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.6% |
| 7D | -5.1% | -2.0% | -3.1% | -2.9% |
| 30D | -14.0% | -1.7% | -12.4% | -12.3% |
| 3M | -4.6% | +4.7% | -9.4% | -9.1% |
| 6M | +28.3% | +12.5% | +15.8% | +13.0% |
| YTD | -1.8% | +11.7% | -13.5% | -12.9% |
| 1Y | -3.8% | +17.5% | -21.3% | -18.9% |
| 3Y | -75.2% | +76.6% | -151.7% | -86.9% |
| 5Y | -83.6% | +82.0% | -165.6% | -91.4% |
| All | -37.5% | +318.9% | -356.4% | -88.1% |
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