-51.4%
BBOT vs SPY
+57.8%
-109.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +0.9% | -11.2% | -10.7% |
| 7D | -44.9% | -0.8% | -44.1% | -44.7% |
| 30D | -47.5% | -1.1% | -46.4% | -47.2% |
| 3M | -33.6% | +3.9% | -37.5% | -34.4% |
| 6M | -50.5% | +13.6% | -64.1% | -52.2% |
| YTD | -60.5% | +12.7% | -73.1% | -61.8% |
| 1Y | -51.3% | +17.5% | -68.8% | -53.1% |
| All | -51.4% | +57.8% | -109.3% | -55.6% |
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