+68.3%
BULZ vs SPY
+84.2%
-15.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +3.7% |
| 7D | +11.9% | -0.4% | +12.3% | +13.8% |
| 30D | +11.9% | -1.4% | +13.2% | +20.1% |
| 3M | +1.3% | +3.7% | -2.4% | -9.0% |
| 6M | +81.3% | +13.0% | +68.3% | +16.8% |
| YTD | +58.3% | +12.4% | +45.9% | +7.3% |
| 1Y | +95.8% | +18.5% | +77.2% | +10.2% |
| 3Y | +460.8% | +77.6% | +383.2% | -27.4% |
| 5Y | +47.3% | +81.7% | -34.4% | -63.8% |
| All | +68.3% | +84.2% | -15.9% | -61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling