-93.5%
ASST vs SPY
+93.5%
-187.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.3% | +6.3% | +5.4% |
| 7D | +1.2% | -0.9% | +2.1% | +3.2% |
| 30D | -16.3% | -2.4% | -13.9% | -11.7% |
| 3M | +83.8% | -1.2% | +85.0% | +90.3% |
| 6M | +29.2% | +3.3% | +26.0% | +26.1% |
| YTD | +57.2% | +12.3% | +44.9% | +38.8% |
| 1Y | -14.7% | +12.4% | -27.2% | -24.5% |
| 3Y | -36.8% | +78.8% | -115.6% | -69.7% |
| All | -93.5% | +93.5% | -187.0% | -97.0% |
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