-99.3%
BOSC vs SPY
+1,880.7%
-1,980.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +3.1% | +0.1% | +3.1% | +3.1% |
| 3M | +10.2% | +2.0% | +8.2% | +9.2% |
| 6M | -7.0% | +13.0% | -20.0% | -11.8% |
| YTD | +1.8% | +13.5% | -11.8% | -3.7% |
| 1Y | -0.9% | +20.0% | -20.8% | -8.1% |
| 3Y | +18.7% | +77.2% | -58.5% | -6.2% |
| 5Y | +11.3% | +81.9% | -70.6% | -13.4% |
| 10Y | +77.8% | +314.1% | -236.3% | +0.7% |
| All | -99.3% | +1,880.7% | -1,980.0% | -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