+748.4%
ASX vs SPY
+312.9%
+435.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.3% | +6.1% | +6.0% |
| 7D | -19.9% | -2.7% | -17.2% | -16.2% |
| 30D | -30.9% | -5.4% | -25.5% | -24.6% |
| 3M | -15.1% | -4.1% | -11.0% | -8.8% |
| 6M | -6.5% | +0.7% | -7.2% | -3.8% |
| YTD | +98.4% | +8.7% | +89.8% | +87.4% |
| 1Y | +107.9% | +10.9% | +97.0% | +91.9% |
| 3Y | +325.3% | +75.0% | +250.3% | +137.5% |
| 5Y | +447.3% | +67.8% | +379.5% | +225.1% |
| All | +748.4% | +312.9% | +435.5% | +115.5% |
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