+125.1%
BOTZ vs SPY
+312.3%
-187.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | -0.2% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -10.1% | -3.3% | -6.8% | -6.2% |
| 3M | -15.2% | -2.4% | -12.8% | -12.4% |
| 6M | -23.0% | +2.6% | -25.6% | -24.8% |
| YTD | -12.0% | +11.2% | -23.2% | -21.7% |
| 1Y | -11.0% | +13.4% | -24.4% | -22.6% |
| 3Y | +33.0% | +79.9% | -46.9% | -32.4% |
| 5Y | -18.1% | +72.2% | -90.3% | -55.4% |
| 10Y | +120.6% | +307.3% | -186.7% | -48.8% |
| All | +125.1% | +312.3% | -187.2% | -48.4% |
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