+161.3%
ROBO vs SPY
+312.9%
-151.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.5% |
| 7D | -6.1% | -2.7% | -3.4% | -2.9% |
| 30D | -14.4% | -5.4% | -9.0% | -8.4% |
| 3M | -15.6% | -4.1% | -11.6% | -11.1% |
| 6M | -17.2% | +0.7% | -17.9% | -17.0% |
| YTD | +1.1% | +8.7% | -7.6% | -6.6% |
| 1Y | +3.1% | +10.9% | -7.7% | -6.8% |
| 3Y | +45.7% | +75.0% | -29.3% | -20.0% |
| 5Y | -0.9% | +67.8% | -68.7% | -42.6% |
| All | +161.3% | +312.9% | -151.5% | -38.0% |
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