+96.8%
ASGI vs SPY
+153.4%
-56.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -0.5% | -0.6% | +0.1% | -0.2% |
| 30D | +8.2% | -3.7% | +11.9% | +10.1% |
| 3M | -10.2% | -2.7% | -7.5% | -9.1% |
| 6M | -8.4% | +2.2% | -10.5% | -9.4% |
| YTD | +2.7% | +10.8% | -8.1% | -2.4% |
| 1Y | +14.4% | +11.2% | +3.2% | +8.5% |
| 3Y | +83.2% | +76.5% | +6.7% | +36.0% |
| 5Y | +65.0% | +72.9% | -7.9% | +20.7% |
| All | +96.8% | +153.4% | -56.6% | +29.5% |
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