+41.3%
BOW vs SPY
+46.0%
-4.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | -0.1% | -2.0% | +1.9% | +0.7% |
| 30D | +0.4% | -1.7% | +2.1% | +1.0% |
| 3M | +24.2% | +4.7% | +19.4% | +21.8% |
| 6M | +46.5% | +12.5% | +34.0% | +38.7% |
| YTD | +17.8% | +11.7% | +6.1% | +11.8% |
| 1Y | +16.0% | +17.5% | -1.5% | +7.4% |
| All | +41.3% | +46.0% | -4.8% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling