+43.8%
BOTT vs SPY
+56.0%
-12.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.5% |
| 7D | +3.0% | +2.6% | +0.4% | -0.7% |
| 30D | -5.3% | -2.0% | -3.3% | -2.3% |
| 3M | -22.5% | -2.8% | -19.7% | -18.9% |
| 6M | -37.3% | +2.1% | -39.4% | -38.5% |
| YTD | -16.5% | +11.5% | -28.0% | -27.2% |
| 1Y | -5.8% | +13.5% | -19.3% | -19.7% |
| All | +43.8% | +56.0% | -12.2% | -16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling