+165.7%
ROBO vs SPY
+308.5%
-142.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | +6.0% | +3.3% | +2.7% | +2.2% |
| 30D | -8.7% | -2.7% | -6.0% | -5.4% |
| 3M | -14.0% | -1.7% | -12.2% | -11.8% |
| 6M | -15.2% | +3.1% | -18.3% | -17.3% |
| YTD | +5.2% | +11.9% | -6.7% | -6.0% |
| 1Y | +6.0% | +12.0% | -6.0% | -5.3% |
| 3Y | +51.8% | +78.2% | -26.3% | -18.3% |
| 5Y | +4.1% | +73.2% | -69.2% | -41.8% |
| All | +165.7% | +308.5% | -142.8% | -39.8% |
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