-35.6%
ASPI vs SPY
+98.9%
-134.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.4% | -5.5% | -1.1% |
| 7D | -19.2% | -4.7% | -14.5% | -10.6% |
| 30D | -39.6% | -5.9% | -33.7% | -31.3% |
| 3M | -57.5% | -4.5% | -53.0% | -52.7% |
| 6M | -66.5% | +1.8% | -68.3% | -65.9% |
| YTD | -67.9% | +8.3% | -76.2% | -70.1% |
| 1Y | -79.6% | +9.3% | -88.9% | -81.2% |
| 3Y | +63.8% | +74.9% | -11.0% | +11.2% |
| All | -35.6% | +98.9% | -134.5% | -56.3% |
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