-3.0%
ASIC vs SPY
+26.6%
-29.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.8% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -7.6% | -3.3% | -4.3% | -7.4% |
| 3M | -3.3% | -2.4% | -0.9% | -3.1% |
| 6M | +21.8% | +2.6% | +19.2% | +21.1% |
| YTD | +14.0% | +11.2% | +2.8% | +10.3% |
| 1Y | +34.3% | +13.4% | +20.9% | +29.5% |
| All | -3.0% | +26.6% | -29.6% | -6.9% |
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 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