+4.1%
ASIX vs SPY
+311.8%
-307.7%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -1.3% |
| 7D | -0.6% | -0.9% | +0.3% | -0.2% |
| 30D | -4.8% | -2.4% | -2.4% | -3.0% |
| 3M | -6.9% | -1.2% | -5.8% | -6.7% |
| 6M | -30.3% | +3.3% | -33.6% | -34.1% |
| YTD | -8.5% | +12.3% | -20.8% | -22.5% |
| 1Y | -2.8% | +12.4% | -15.2% | -17.7% |
| 3Y | -31.5% | +78.8% | -110.4% | -67.6% |
| 5Y | -65.2% | +75.2% | -140.3% | -83.0% |
| 10Y | +4.1% | +311.1% | -307.0% | -83.5% |
| All | +4.1% | +311.8% | -307.7% | -83.5% |
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