+14.4%
ASIX vs SPY
+315.0%
-300.6%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.4% | -9.4% | -9.8% |
| 7D | +0.6% | +0.1% | +0.6% | -0.2% |
| 30D | -3.8% | -3.3% | -0.4% | -0.8% |
| 3M | -4.2% | -2.4% | -1.8% | -2.6% |
| 6M | -21.8% | +2.6% | -24.3% | -25.4% |
| YTD | -7.4% | +11.2% | -18.6% | -20.7% |
| 1Y | +5.4% | +13.4% | -8.0% | -11.7% |
| 3Y | -29.0% | +79.9% | -108.9% | -66.7% |
| 5Y | -64.9% | +72.2% | -137.1% | -82.5% |
| 10Y | +14.4% | +307.3% | -292.9% | -81.3% |
| All | +14.4% | +315.0% | -300.6% | -81.3% |
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 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