+698.5%
BOOM vs SPY
+3,034.0%
-2,335.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.6% |
| 7D | +11.7% | +2.6% | +9.1% | +9.2% |
| 30D | +46.1% | -2.0% | +48.1% | +49.3% |
| 3M | +4.8% | -2.8% | +7.6% | +8.2% |
| 6M | +6.1% | +2.1% | +4.0% | +4.4% |
| YTD | +17.0% | +11.5% | +5.6% | +5.3% |
| 1Y | +33.4% | +13.5% | +19.9% | +18.0% |
| 3Y | -50.9% | +77.7% | -128.6% | -72.4% |
| 5Y | -81.6% | +72.6% | -154.2% | -89.0% |
| 10Y | -46.0% | +308.2% | -354.2% | -85.9% |
| All | +698.5% | +3,034.0% | -2,335.5% | -43.8% |
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