+9.5%
ASIX vs SPY
+305.1%
-295.5%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.4% | +9.0% | +9.7% |
| 7D | +8.1% | -4.7% | +12.8% | +13.6% |
| 30D | -2.8% | -5.9% | +3.2% | +3.6% |
| 3M | -18.1% | -4.5% | -13.6% | -14.5% |
| 6M | -36.9% | +1.8% | -38.7% | -39.3% |
| YTD | -3.7% | +8.3% | -12.1% | -14.8% |
| 1Y | -10.8% | +9.3% | -20.1% | -21.8% |
| 3Y | -31.5% | +74.9% | -106.4% | -66.7% |
| 5Y | -62.1% | +67.3% | -129.3% | -80.4% |
| 10Y | +22.2% | +311.6% | -289.4% | -78.8% |
| All | +9.5% | +305.1% | -295.5% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling