+184.9%
ROBO vs SPY
+423.0%
-238.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.5% |
| 7D | -6.1% | -2.7% | -3.4% | -3.0% |
| 30D | -14.4% | -5.4% | -9.0% | -8.6% |
| 3M | -15.6% | -4.1% | -11.6% | -11.2% |
| 6M | -17.2% | +0.7% | -17.9% | -17.0% |
| YTD | +1.1% | +8.7% | -7.6% | -6.5% |
| 1Y | +3.1% | +10.9% | -7.7% | -6.6% |
| 3Y | +45.7% | +75.0% | -29.3% | -19.0% |
| 5Y | -0.9% | +67.8% | -68.7% | -41.9% |
| 10Y | +166.4% | +312.9% | -146.5% | -37.2% |
| All | +184.9% | +423.0% | -238.0% | -47.0% |
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