+8.0%
BOSC vs SPY
+67.4%
-59.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -7.6% | -2.7% | -4.9% | -6.2% |
| 30D | -14.8% | -5.4% | -9.4% | -12.4% |
| 3M | -13.7% | -4.1% | -9.6% | -11.9% |
| 6M | -13.7% | +0.7% | -14.4% | -14.1% |
| YTD | -14.3% | +8.7% | -22.9% | -17.8% |
| 1Y | -36.4% | +10.9% | -47.3% | -39.6% |
| 3Y | +43.2% | +75.0% | -31.8% | +9.8% |
| All | +8.0% | +67.4% | -59.4% | -11.7% |
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