+227.6%
ROBO vs SPY
+446.5%
-218.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -4.5% | +0.1% | -4.6% | -4.5% |
| 3M | -9.0% | +2.0% | -11.0% | -10.6% |
| 6M | +7.0% | +13.0% | -6.0% | -5.7% |
| YTD | +16.2% | +13.5% | +2.7% | +2.0% |
| 1Y | +28.1% | +20.0% | +8.1% | +6.0% |
| 3Y | +48.6% | +77.2% | -28.6% | -18.9% |
| 5Y | +17.1% | +81.9% | -64.8% | -37.3% |
| 10Y | +203.6% | +314.1% | -110.4% | -29.4% |
| All | +227.6% | +446.5% | -218.8% | -42.2% |
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