-1.3%
ASIC vs SPY
+27.8%
-29.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.1% |
| 7D | -0.4% | -0.9% | +0.5% | -0.4% |
| 30D | -6.7% | -2.4% | -4.4% | -6.5% |
| 3M | -2.7% | -1.2% | -1.5% | -2.5% |
| 6M | +25.8% | +3.3% | +22.5% | +25.2% |
| YTD | +15.9% | +12.3% | +3.6% | +12.1% |
| 1Y | +35.9% | +12.4% | +23.4% | +30.9% |
| All | -1.3% | +27.8% | -29.2% | -5.4% |
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