-22.3%
ASPI vs SPY
+99.6%
-121.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | +0.3% | +20.3% | +20.0% |
| 7D | +2.7% | -2.7% | +5.4% | +9.1% |
| 30D | -27.4% | -5.4% | -22.1% | -18.2% |
| 3M | -49.4% | -4.1% | -45.3% | -44.1% |
| 6M | -62.5% | +0.7% | -63.3% | -61.2% |
| YTD | -61.2% | +8.7% | -69.9% | -64.1% |
| 1Y | -72.9% | +10.9% | -83.8% | -75.6% |
| 3Y | +74.4% | +75.0% | -0.6% | +17.7% |
| All | -22.3% | +99.6% | -121.9% | -47.6% |
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