+155.2%
ASR vs SPY
+307.0%
-151.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +2.4% | +2.6% | -0.2% | +0.2% |
| 30D | +17.4% | -2.0% | +19.4% | +19.2% |
| 3M | +1.2% | -2.8% | +3.9% | +3.4% |
| 6M | -9.8% | +2.1% | -11.9% | -11.5% |
| YTD | -14.9% | +11.5% | -26.4% | -22.4% |
| 1Y | -9.8% | +13.5% | -23.2% | -18.9% |
| 3Y | +44.2% | +77.7% | -33.5% | -12.8% |
| 5Y | +61.7% | +72.6% | -10.9% | -0.5% |
| All | +155.2% | +307.0% | -151.8% | -38.1% |
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