-100.0%
BTOG vs SPY
+197.7%
-297.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -77.0% | +5.2% | -82.2% | -80.7% |
| 7D | -77.0% | +5.2% | -82.2% | -80.7% |
| 30D | -77.0% | +5.2% | -82.2% | -80.7% |
| 3M | -77.0% | +5.2% | -82.2% | -80.7% |
| 6M | -79.0% | +9.1% | -88.0% | -82.9% |
| YTD | -95.7% | +14.1% | -109.9% | -96.6% |
| 1Y | -98.1% | +13.6% | -111.7% | -98.5% |
| 3Y | -99.5% | +95.0% | -194.5% | -99.7% |
| 5Y | -100.0% | +80.2% | -180.1% | -100.0% |
| All | -100.0% | +197.7% | -297.7% | -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