-19.6%
BOSC vs SPY
+11.9%
-31.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -5.6% | -0.6% | -5.0% | -5.1% |
| 30D | -11.0% | -3.7% | -7.3% | -9.6% |
| 3M | -8.8% | -2.7% | -6.0% | -7.6% |
| 6M | -10.8% | +2.2% | -13.0% | -11.2% |
| YTD | -11.0% | +10.8% | -21.8% | -12.5% |
| 1Y | -19.6% | +11.2% | -30.8% | -21.3% |
| All | -19.6% | +11.9% | -31.5% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling