-100.0%
AZIO vs SPY
+260.3%
-360.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | +8.5% | +2.6% | +5.9% | +7.1% |
| 30D | -44.1% | -2.0% | -42.1% | -43.4% |
| 3M | -64.4% | -2.8% | -61.6% | -63.8% |
| 6M | -76.0% | +2.1% | -78.1% | -76.3% |
| YTD | +55.7% | +11.5% | +44.2% | +46.4% |
| 1Y | -51.8% | +13.5% | -65.3% | -55.2% |
| 3Y | -96.3% | +77.7% | -174.0% | -97.3% |
| 5Y | -99.0% | +72.6% | -171.6% | -99.3% |
| All | -100.0% | +260.3% | -360.3% | -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