+374.4%
BTSGU vs SPY
+61.5%
+312.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.3% |
| 7D | -3.1% | -0.8% | -2.3% | -2.5% |
| 30D | -2.0% | -1.1% | -1.0% | -1.1% |
| 3M | -6.6% | +3.9% | -10.4% | -9.5% |
| 6M | +42.2% | +13.6% | +28.6% | +27.7% |
| YTD | +56.2% | +12.7% | +43.5% | +41.3% |
| 1Y | +106.4% | +17.5% | +88.9% | +81.1% |
| All | +374.4% | +61.5% | +312.9% | +268.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling