+36.7%
ASUR vs SPY
+308.5%
-271.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | +7.2% | +3.3% | +3.9% | +4.2% |
| 30D | +40.4% | -2.7% | +43.1% | +43.2% |
| 3M | +23.1% | -1.7% | +24.8% | +24.5% |
| 6M | +19.9% | +3.1% | +16.8% | +15.7% |
| YTD | +9.2% | +11.9% | -2.7% | -2.4% |
| 1Y | +25.5% | +12.0% | +13.5% | +12.1% |
| 3Y | +20.9% | +78.2% | -57.3% | -30.5% |
| 5Y | +18.5% | +73.2% | -54.7% | -30.8% |
| All | +36.7% | +308.5% | -271.8% | -78.3% |
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