+8.0%
BULZ vs SPY
+83.3%
-75.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +1.8% |
| 7D | +30.0% | +3.3% | +26.7% | +12.5% |
| 30D | -38.8% | -2.7% | -36.1% | -25.1% |
| 3M | -28.0% | -1.7% | -26.2% | -14.5% |
| 6M | -40.5% | +3.1% | -43.6% | -38.8% |
| YTD | +1.6% | +11.9% | -10.3% | -23.5% |
| 1Y | -8.2% | +12.0% | -20.1% | -29.4% |
| 3Y | +232.5% | +78.2% | +154.3% | -55.0% |
| 5Y | -17.7% | +73.2% | -91.0% | -74.2% |
| All | +8.0% | +83.3% | -75.3% | -72.7% |
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 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