+15.9%
BOSC vs SPY
+72.1%
-56.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +2.8% | +2.6% | +0.2% | +1.6% |
| 30D | -6.9% | -2.0% | -5.0% | -6.0% |
| 3M | -10.9% | -2.8% | -8.1% | -9.6% |
| 6M | -12.4% | +2.1% | -14.6% | -13.3% |
| YTD | -11.8% | +11.5% | -23.3% | -16.5% |
| 1Y | -20.4% | +13.5% | -33.9% | -25.2% |
| 3Y | +51.7% | +77.7% | -26.0% | +15.7% |
| All | +15.9% | +72.1% | -56.3% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling