+167.2%
ROBO vs SPY
+304.1%
-136.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.4% |
| 7D | -2.5% | -0.6% | -1.9% | -1.7% |
| 30D | -10.7% | -3.7% | -7.0% | -6.4% |
| 3M | -13.0% | -2.7% | -10.3% | -9.8% |
| 6M | -16.2% | +2.2% | -18.3% | -17.4% |
| YTD | +4.7% | +10.8% | -6.1% | -5.4% |
| 1Y | +5.4% | +11.2% | -5.8% | -5.1% |
| 3Y | +51.1% | +76.5% | -25.4% | -17.8% |
| 5Y | +4.9% | +72.9% | -68.1% | -41.2% |
| 10Y | +167.2% | +304.8% | -137.6% | -37.9% |
| All | +167.2% | +304.1% | -136.9% | -37.9% |
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