+104.8%
ASGI vs SPY
+159.6%
-54.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -6.9% | +0.1% | -7.0% | -7.0% |
| 30D | -6.7% | +0.1% | -6.7% | -6.7% |
| 3M | -0.1% | +2.0% | -2.1% | -1.1% |
| 6M | -4.2% | +13.0% | -17.2% | -9.7% |
| YTD | +6.9% | +13.5% | -6.6% | +0.5% |
| 1Y | +22.7% | +20.0% | +2.8% | +12.4% |
| 3Y | +80.8% | +77.2% | +3.6% | +34.1% |
| 5Y | +72.8% | +81.9% | -9.1% | +23.6% |
| All | +104.8% | +159.6% | -54.8% | +33.3% |
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