-80.5%
BULG vs SPY
+21.2%
-101.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -5.3% |
| 7D | -10.6% | -0.8% | -9.9% | -7.5% |
| 30D | +36.6% | -1.1% | +37.7% | +45.2% |
| 3M | +62.3% | +3.9% | +58.5% | +37.9% |
| 6M | +106.3% | +13.6% | +92.7% | +15.3% |
| YTD | -10.6% | +12.7% | -23.3% | -44.6% |
| 1Y | -75.3% | +17.5% | -92.8% | -88.0% |
| All | -80.5% | +21.2% | -101.7% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling