+774.5%
BOOT vs SPY
+371.9%
+402.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.3% |
| 7D | +2.6% | +0.5% | +2.0% | +1.7% |
| 30D | -6.7% | -0.9% | -5.8% | -5.4% |
| 3M | -5.9% | +3.9% | -9.8% | -11.3% |
| 6M | -14.3% | +14.5% | -28.9% | -30.1% |
| YTD | -13.5% | +12.9% | -26.4% | -27.9% |
| 1Y | -18.4% | +19.4% | -37.7% | -37.2% |
| 3Y | +78.5% | +78.5% | 0.0% | -22.8% |
| 5Y | +82.6% | +81.8% | +0.9% | -20.1% |
| 10Y | +1,144.7% | +311.5% | +833.2% | +106.3% |
| All | +774.5% | +371.9% | +402.6% | +41.8% |
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