+56.6%
ASR vs SPY
+67.4%
-10.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.5% |
| 7D | +5.2% | -2.7% | +7.9% | +7.2% |
| 30D | +14.4% | -5.4% | +19.8% | +18.9% |
| 3M | -5.0% | -4.1% | -0.9% | -2.2% |
| 6M | -13.4% | +0.7% | -14.1% | -14.0% |
| YTD | -16.9% | +8.7% | -25.5% | -21.8% |
| 1Y | -12.7% | +10.9% | -23.6% | -19.1% |
| 3Y | +32.3% | +75.0% | -42.7% | -12.6% |
| All | +56.6% | +67.4% | -10.8% | +3.8% |
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