-62.4%
ASIX vs SPY
+67.4%
-129.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.3% |
| 7D | +9.5% | -2.7% | +12.2% | +12.1% |
| 30D | +1.1% | -5.4% | +6.5% | +6.3% |
| 3M | -15.7% | -4.1% | -11.6% | -12.8% |
| 6M | -32.0% | +0.7% | -32.7% | -33.6% |
| YTD | -0.3% | +8.7% | -9.0% | -11.1% |
| 1Y | -3.9% | +10.9% | -14.8% | -16.2% |
| 3Y | -27.8% | +75.0% | -102.7% | -63.6% |
| All | -62.4% | +67.4% | -129.8% | -80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling