+97.1%
ASGI vs SPY
+148.5%
-51.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +1.8% | -2.7% | +4.5% | +3.0% |
| 30D | +9.3% | -5.4% | +14.7% | +12.1% |
| 3M | -9.8% | -4.1% | -5.7% | -8.1% |
| 6M | -8.6% | +0.7% | -9.4% | -9.1% |
| YTD | +2.9% | +8.7% | -5.8% | -1.3% |
| 1Y | +14.4% | +10.9% | +3.6% | +8.7% |
| 3Y | +81.6% | +75.0% | +6.7% | +35.3% |
| 5Y | +65.4% | +67.8% | -2.4% | +22.7% |
| All | +97.1% | +148.5% | -51.4% | +30.9% |
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