-100.0%
BTOG vs SPY
+199.4%
-299.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -5.8% |
| 7D | -33.1% | +0.1% | -33.2% | -33.1% |
| 30D | -47.7% | +0.1% | -47.8% | -47.6% |
| 3M | -77.2% | +2.0% | -79.2% | -77.5% |
| 6M | -86.7% | +13.0% | -99.7% | -88.0% |
| YTD | -96.0% | +13.5% | -109.5% | -96.4% |
| 1Y | -97.8% | +20.0% | -117.8% | -98.1% |
| 3Y | -99.6% | +77.2% | -176.8% | -99.7% |
| 5Y | -100.0% | +81.9% | -181.9% | -100.0% |
| All | -100.0% | +199.4% | -299.4% | -100.0% |
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 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