+153.8%
BOTZ vs SPY
+320.9%
-167.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.9% |
| 7D | +0.6% | +0.1% | +0.5% | +0.4% |
| 30D | -3.6% | +0.1% | -3.7% | -3.6% |
| 3M | -10.3% | +2.0% | -12.3% | -12.0% |
| 6M | -3.1% | +13.0% | -16.1% | -15.8% |
| YTD | -0.7% | +13.5% | -14.3% | -14.1% |
| 1Y | +8.6% | +20.0% | -11.3% | -11.8% |
| 3Y | +35.7% | +77.2% | -41.5% | -30.0% |
| 5Y | -5.3% | +81.9% | -87.2% | -51.6% |
| All | +153.8% | +320.9% | -167.0% | -43.4% |
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