+115.0%
BOTZ vs SPY
+308.5%
-193.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.1% |
| 7D | +2.5% | +3.3% | -0.7% | -1.4% |
| 30D | -10.1% | -2.7% | -7.4% | -6.9% |
| 3M | -16.9% | -1.7% | -15.2% | -14.8% |
| 6M | -22.8% | +3.1% | -25.9% | -25.1% |
| YTD | -13.2% | +11.9% | -25.1% | -23.4% |
| 1Y | -12.8% | +12.0% | -24.7% | -23.0% |
| 3Y | +29.0% | +78.2% | -49.2% | -33.8% |
| 5Y | -17.3% | +73.2% | -90.5% | -55.3% |
| All | +115.0% | +308.5% | -193.5% | -53.4% |
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 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