-2.0%
ASPN vs SPY
+311.3%
-313.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.6% |
| 7D | +1.4% | +0.5% | +0.9% | +0.5% |
| 30D | -21.4% | -0.9% | -20.5% | -20.3% |
| 3M | -12.9% | +3.9% | -16.8% | -17.1% |
| 6M | +52.5% | +14.5% | +38.0% | +26.3% |
| YTD | +73.5% | +12.9% | +60.6% | +46.1% |
| 1Y | -27.4% | +19.4% | -46.7% | -42.5% |
| 3Y | -22.4% | +78.5% | -100.9% | -63.9% |
| 5Y | -88.2% | +81.8% | -170.0% | -94.2% |
| 10Y | -2.0% | +311.5% | -313.5% | -70.9% |
| All | -2.0% | +311.3% | -313.3% | -70.9% |
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