-99.4%
BOSC vs SPY
+1,795.6%
-1,895.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -7.6% | -2.7% | -4.9% | -6.5% |
| 30D | -14.8% | -5.4% | -9.4% | -12.8% |
| 3M | -13.7% | -4.1% | -9.6% | -12.2% |
| 6M | -13.7% | +0.7% | -14.4% | -14.0% |
| YTD | -14.3% | +8.7% | -22.9% | -17.3% |
| 1Y | -36.4% | +10.9% | -47.3% | -39.1% |
| 3Y | +43.2% | +75.0% | -31.8% | +13.9% |
| 5Y | +12.0% | +67.8% | -55.8% | -10.0% |
| 10Y | +88.0% | +312.9% | -224.9% | +6.8% |
| All | -99.4% | +1,795.6% | -1,895.0% | -99.8% |
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