-28.5%
ASPI vs SPY
+108.1%
-136.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.9% | +2.2% |
| 7D | -5.9% | -0.7% | -5.2% | -4.4% |
| 30D | -34.8% | -1.0% | -33.8% | -33.2% |
| 3M | -55.5% | -0.3% | -55.1% | -54.7% |
| 6M | -63.0% | +7.3% | -70.3% | -66.2% |
| YTD | -64.3% | +13.3% | -77.6% | -69.7% |
| 1Y | -76.8% | +14.8% | -91.6% | -80.6% |
| 3Y | +81.9% | +82.9% | -1.0% | +12.4% |
| All | -28.5% | +108.1% | -136.6% | -55.8% |
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