-79.6%
BULG vs SPY
+20.9%
-100.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -0.9% |
| 7D | +7.8% | -0.4% | +8.2% | +10.6% |
| 30D | +58.7% | -1.4% | +60.1% | +71.2% |
| 3M | +148.0% | +3.7% | +144.3% | +110.4% |
| 6M | +114.2% | +13.0% | +101.2% | +23.3% |
| YTD | -6.5% | +12.4% | -18.9% | -41.3% |
| 1Y | -73.9% | +18.5% | -92.4% | -88.3% |
| All | -79.6% | +20.9% | -100.5% | -92.3% |
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