-15.2%
ASIX vs SPY
+21.3%
-36.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.6% |
| 7D | +5.1% | +0.3% | +4.8% | +5.0% |
| 30D | -14.3% | +0.2% | -14.5% | -14.4% |
| 3M | -21.6% | +2.8% | -24.4% | -22.3% |
| 6M | -4.2% | +14.3% | -18.5% | -9.0% |
| YTD | +2.0% | +14.0% | -12.0% | -2.8% |
| All | -15.2% | +21.3% | -36.5% | -25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling