-47.1%
ASIX vs SPY
+82.0%
-129.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.9% |
| 7D | +5.8% | +0.1% | +5.7% | +5.7% |
| 30D | -12.0% | +0.1% | -12.1% | -12.3% |
| 3M | -20.1% | +2.0% | -22.1% | -22.2% |
| 6M | -9.5% | +13.0% | -22.5% | -22.1% |
| YTD | +3.4% | +13.5% | -10.1% | -11.3% |
| 1Y | -14.0% | +20.0% | -34.0% | -30.9% |
| 3Y | -43.8% | +77.2% | -121.0% | -71.7% |
| All | -47.1% | +82.0% | -129.1% | -74.0% |
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