+43.4%
BOW vs SPY
+45.7%
-2.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.2% | +2.6% | -2.4% | -0.7% |
| 30D | +0.4% | -2.0% | +2.4% | +1.0% |
| 3M | +1.9% | -2.8% | +4.7% | +2.8% |
| 6M | +24.5% | +2.1% | +22.3% | +23.0% |
| YTD | +19.6% | +11.5% | +8.1% | +13.4% |
| 1Y | +24.9% | +13.5% | +11.5% | +17.5% |
| All | +43.4% | +45.7% | -2.3% | +7.5% |
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