+196.1%
ROBO vs SPY
+322.5%
-126.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +0.7% |
| 7D | -1.8% | -0.8% | -1.0% | -0.9% |
| 30D | -6.7% | -1.1% | -5.6% | -5.5% |
| 3M | -4.0% | +3.9% | -7.9% | -7.8% |
| 6M | +9.1% | +13.6% | -4.5% | -4.6% |
| YTD | +14.1% | +12.7% | +1.5% | +0.8% |
| 1Y | +21.5% | +17.5% | +4.0% | +2.6% |
| 3Y | +51.8% | +76.9% | -25.2% | -18.0% |
| 5Y | +15.9% | +83.6% | -67.7% | -39.3% |
| All | +196.1% | +322.5% | -126.3% | -33.6% |
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