+119.2%
BOTZ vs SPY
+302.8%
-183.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.0% |
| 7D | -3.6% | -2.7% | -0.9% | -0.2% |
| 30D | -13.0% | -5.4% | -7.6% | -6.6% |
| 3M | -15.9% | -4.1% | -11.9% | -11.3% |
| 6M | -22.1% | +0.7% | -22.8% | -22.2% |
| YTD | -14.3% | +8.7% | -22.9% | -21.5% |
| 1Y | -13.3% | +10.9% | -24.2% | -22.5% |
| 3Y | +28.2% | +75.0% | -46.8% | -32.6% |
| 5Y | -20.9% | +67.8% | -88.7% | -55.5% |
| 10Y | +118.3% | +312.9% | -194.5% | -49.2% |
| All | +119.2% | +302.8% | -183.6% | -48.3% |
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