+9.9%
ASIC vs SPY
+28.0%
-18.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.7% | +2.3% |
| 7D | +1.6% | -0.4% | +1.9% | +1.6% |
| 30D | +9.2% | -1.4% | +10.6% | +9.3% |
| 3M | +31.5% | +3.7% | +27.8% | +31.0% |
| 6M | +34.0% | +13.0% | +21.0% | +29.1% |
| YTD | +29.1% | +12.4% | +16.7% | +24.7% |
| 1Y | +25.6% | +18.5% | +7.1% | +19.2% |
| All | +9.9% | +28.0% | -18.0% | +5.2% |
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