+954.6%
BOTJ vs SPY
+720.7%
+234.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +3.1% | -0.4% | +3.5% | +3.2% |
| 30D | +3.5% | -1.4% | +4.8% | +3.6% |
| 3M | +11.9% | +3.7% | +8.2% | +11.5% |
| 6M | +41.7% | +13.0% | +28.7% | +40.2% |
| YTD | +51.8% | +12.4% | +39.4% | +50.3% |
| 1Y | +84.3% | +18.5% | +65.8% | +81.6% |
| 3Y | +180.8% | +77.6% | +103.2% | +167.7% |
| 5Y | +128.9% | +81.7% | +47.2% | +117.4% |
| 10Y | +212.6% | +319.7% | -107.1% | +185.5% |
| All | +954.6% | +720.7% | +234.0% | +862.4% |
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