-33.7%
BBOT vs SPY
+57.4%
-91.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | -0.5% | -23.3% | -23.6% |
| 7D | -24.0% | -0.4% | -23.7% | -23.9% |
| 30D | -27.2% | -1.4% | -25.8% | -26.8% |
| 3M | -7.0% | +3.7% | -10.7% | -8.0% |
| 6M | -34.5% | +13.0% | -47.5% | -36.8% |
| YTD | -46.0% | +12.4% | -58.4% | -47.8% |
| 1Y | -34.0% | +18.5% | -52.5% | -36.3% |
| All | -33.7% | +57.4% | -91.2% | -39.3% |
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