-6.3%
BOTZ vs SPY
+81.8%
-88.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.2% |
| 7D | +1.3% | +0.5% | +0.8% | +0.6% |
| 30D | -5.3% | -0.9% | -4.4% | -4.0% |
| 3M | -7.0% | +3.9% | -10.9% | -11.4% |
| 6M | -1.3% | +14.5% | -15.8% | -17.1% |
| YTD | -1.7% | +12.9% | -14.6% | -15.7% |
| 1Y | +4.9% | +19.4% | -14.5% | -16.3% |
| 3Y | +38.9% | +78.5% | -39.6% | -34.6% |
| 5Y | -6.3% | +81.8% | -88.1% | -55.4% |
| All | -6.3% | +81.8% | -88.1% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling