+95.2%
BOSC vs SPY
+304.1%
-208.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -5.6% | -0.6% | -5.0% | -5.2% |
| 30D | -11.0% | -3.7% | -7.3% | -9.1% |
| 3M | -8.8% | -2.7% | -6.0% | -7.4% |
| 6M | -10.8% | +2.2% | -13.0% | -11.9% |
| YTD | -11.0% | +10.8% | -21.8% | -15.9% |
| 1Y | -19.6% | +11.2% | -30.8% | -24.1% |
| 3Y | +54.4% | +76.5% | -22.1% | +14.1% |
| 5Y | +17.0% | +72.9% | -55.9% | -13.0% |
| 10Y | +95.2% | +304.8% | -209.6% | -34.0% |
| All | +95.2% | +304.1% | -208.9% | -34.0% |
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