+858.4%
ASX vs SPY
+313.2%
+545.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | -0.7% | +0.1% | -0.8% | -0.9% |
| 30D | +2.0% | +0.1% | +1.9% | +2.0% |
| 3M | -1.3% | +2.0% | -3.3% | -2.3% |
| 6M | +71.4% | +13.0% | +58.4% | +51.0% |
| YTD | +135.3% | +13.5% | +121.8% | +106.4% |
| 1Y | +267.5% | +20.0% | +247.5% | +203.0% |
| 3Y | +388.5% | +77.2% | +311.3% | +162.8% |
| 5Y | +417.1% | +81.9% | +335.2% | +175.1% |
| All | +858.4% | +313.2% | +545.3% | +132.1% |
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