+1,219.8%
BOOT vs SPY
+322.5%
+897.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.8% | +1.4% |
| 7D | -6.4% | -0.8% | -5.7% | -5.3% |
| 30D | -10.2% | -1.1% | -9.1% | -8.6% |
| 3M | -17.5% | +3.9% | -21.3% | -22.3% |
| 6M | -14.7% | +13.6% | -28.3% | -29.8% |
| YTD | -18.2% | +12.7% | -30.9% | -31.9% |
| 1Y | -23.4% | +17.5% | -40.9% | -40.0% |
| 3Y | +68.1% | +76.9% | -8.9% | -28.3% |
| 5Y | +73.0% | +83.6% | -10.5% | -27.5% |
| All | +1,219.8% | +322.5% | +897.4% | +81.6% |
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