+148.4%
BOTZ vs SPY
+316.6%
-168.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.6% |
| 7D | 0.0% | -0.4% | +0.3% | +0.4% |
| 30D | -6.0% | -1.4% | -4.6% | -4.3% |
| 3M | -6.4% | +3.7% | -10.1% | -10.2% |
| 6M | -2.5% | +13.0% | -15.5% | -15.2% |
| YTD | -2.8% | +12.4% | -15.2% | -14.9% |
| 1Y | +4.5% | +18.5% | -14.0% | -13.9% |
| 3Y | +37.2% | +77.6% | -40.4% | -29.4% |
| 5Y | -8.4% | +81.7% | -90.1% | -53.1% |
| All | +148.4% | +316.6% | -168.2% | -43.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling