+201.3%
ROBO vs SPY
+440.4%
-239.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.7% | +0.6% |
| 7D | -0.9% | -0.9% | +0.1% | +0.4% |
| 30D | -7.4% | -2.4% | -5.1% | -4.6% |
| 3M | -11.8% | -1.2% | -10.7% | -10.3% |
| 6M | -14.9% | +3.3% | -18.2% | -17.1% |
| YTD | +6.9% | +12.3% | -5.4% | -4.7% |
| 1Y | +8.1% | +12.4% | -4.3% | -3.6% |
| 3Y | +54.2% | +78.8% | -24.6% | -16.4% |
| 5Y | +6.4% | +75.2% | -68.7% | -40.5% |
| 10Y | +170.0% | +311.1% | -141.1% | -36.4% |
| All | +201.3% | +440.4% | -239.2% | -45.9% |
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 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