+55.0%
ASUR vs SPY
+312.5%
-257.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.3% |
| 7D | -7.5% | -0.4% | -7.2% | -7.2% |
| 30D | -0.2% | -1.4% | +1.1% | +1.1% |
| 3M | -6.5% | +3.7% | -10.2% | -9.8% |
| 6M | -10.7% | +13.0% | -23.7% | -20.6% |
| YTD | -11.5% | +12.4% | -23.9% | -20.7% |
| 1Y | +2.8% | +18.5% | -15.7% | -12.4% |
| 3Y | -27.9% | +77.6% | -105.5% | -58.1% |
| 5Y | -2.8% | +81.7% | -84.5% | -46.0% |
| 10Y | +55.0% | +319.7% | -264.6% | -71.2% |
| All | +55.0% | +312.5% | -257.5% | -71.2% |
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