+64.5%
ASGI vs SPY
+74.6%
-10.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.2% |
| 7D | -0.6% | -0.9% | +0.3% | -0.2% |
| 30D | +7.5% | -2.4% | +9.9% | +8.7% |
| 3M | -9.5% | -1.2% | -8.4% | -9.1% |
| 6M | -7.6% | +3.3% | -10.8% | -9.1% |
| YTD | +3.1% | +12.3% | -9.2% | -2.7% |
| 1Y | +13.7% | +12.4% | +1.3% | +7.2% |
| 3Y | +83.9% | +78.8% | +5.1% | +33.9% |
| 5Y | +64.5% | +75.2% | -10.7% | +17.0% |
| All | +64.5% | +74.6% | -10.1% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling