-100.0%
AZIO vs SPY
+259.5%
-359.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +2.4% | +11.8% | +12.7% |
| 7D | -16.7% | +0.1% | -16.8% | -16.9% |
| 30D | -42.4% | -3.3% | -39.0% | -41.2% |
| 3M | -59.4% | -2.4% | -57.0% | -58.9% |
| 6M | -71.3% | +2.6% | -73.9% | -71.7% |
| YTD | +63.8% | +11.2% | +52.5% | +54.1% |
| 1Y | -51.8% | +13.4% | -65.2% | -55.1% |
| 3Y | -94.3% | +79.9% | -174.2% | -95.9% |
| 5Y | -99.0% | +72.2% | -171.2% | -99.3% |
| All | -100.0% | +259.5% | -359.5% | -100.0% |
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