+172.5%
BUL vs SPY
+196.3%
-23.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | -1.3% | +0.1% | -1.5% | -1.5% |
| 30D | +1.1% | +0.1% | +1.1% | +1.1% |
| 3M | +6.1% | +2.0% | +4.2% | +3.7% |
| 6M | +13.0% | +13.0% | 0.0% | -1.2% |
| YTD | +16.3% | +13.5% | +2.7% | +1.2% |
| 1Y | +20.4% | +20.0% | +0.4% | -1.4% |
| 3Y | +75.8% | +77.2% | -1.4% | -5.3% |
| 5Y | +64.8% | +81.9% | -17.1% | -13.4% |
| All | +172.5% | +196.3% | -23.8% | -12.9% |
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