+61.7%
BULZ vs SPY
+86.0%
-24.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +3.6% |
| 7D | +5.8% | +0.1% | +5.7% | +5.4% |
| 30D | +9.4% | +0.1% | +9.4% | +9.9% |
| 3M | -20.9% | +2.0% | -22.9% | -21.7% |
| 6M | +77.0% | +13.0% | +64.0% | +14.3% |
| YTD | +52.1% | +13.5% | +38.6% | -1.6% |
| 1Y | +98.3% | +20.0% | +78.3% | +5.5% |
| 3Y | +419.7% | +77.2% | +342.6% | -31.9% |
| 5Y | +36.8% | +81.9% | -45.0% | -66.8% |
| All | +61.7% | +86.0% | -24.3% | -64.9% |
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