-80.2%
BULG vs SPY
+20.2%
-100.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -0.2% |
| 7D | -14.0% | -2.0% | -12.0% | -5.7% |
| 30D | +42.6% | -1.7% | +44.3% | +56.1% |
| 3M | +95.8% | +4.7% | +91.1% | +61.0% |
| 6M | +106.5% | +12.5% | +94.0% | +21.0% |
| YTD | -9.2% | +11.7% | -20.9% | -41.4% |
| 1Y | -72.6% | +17.5% | -90.1% | -87.1% |
| All | -80.2% | +20.2% | -100.4% | -92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling