+405.9%
BTSGU vs SPY
+61.8%
+344.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.9% | +3.8% |
| 7D | +6.1% | +0.5% | +5.6% | +5.6% |
| 30D | +0.1% | -0.9% | +1.1% | +1.0% |
| 3M | +7.4% | +3.9% | +3.5% | +4.0% |
| 6M | +52.0% | +14.5% | +37.5% | +35.5% |
| YTD | +66.6% | +12.9% | +53.7% | +50.4% |
| 1Y | +140.5% | +19.4% | +121.1% | +108.6% |
| All | +405.9% | +61.8% | +344.0% | +291.6% |
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