+3.3%
ASUR vs SPY
+81.8%
-78.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.3% |
| 7D | -2.3% | +0.5% | -2.9% | -2.7% |
| 30D | +2.1% | -0.9% | +3.0% | +2.8% |
| 3M | -1.6% | +3.9% | -5.4% | -4.2% |
| 6M | -6.3% | +14.5% | -20.9% | -14.8% |
| YTD | -6.1% | +12.9% | -19.0% | -13.5% |
| 1Y | +5.9% | +19.4% | -13.5% | -6.1% |
| 3Y | -23.4% | +78.5% | -101.9% | -46.2% |
| 5Y | +3.3% | +81.8% | -78.5% | -28.1% |
| All | +3.3% | +81.8% | -78.5% | -28.1% |
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 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