+51.4%
ASUR vs SPY
+304.1%
-252.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | +5.5% | -0.6% | +6.1% | +6.1% |
| 30D | +40.1% | -3.7% | +43.7% | +44.2% |
| 3M | +23.0% | -2.7% | +25.7% | +25.5% |
| 6M | +11.7% | +2.2% | +9.6% | +8.7% |
| YTD | +9.1% | +10.8% | -1.7% | -1.6% |
| 1Y | +26.0% | +11.2% | +14.7% | +13.2% |
| 3Y | +20.8% | +76.5% | -55.7% | -29.9% |
| 5Y | +13.0% | +72.9% | -60.0% | -34.0% |
| 10Y | +51.4% | +304.8% | -253.4% | -73.1% |
| All | +51.4% | +304.1% | -252.7% | -73.1% |
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