-99.9%
AZIO vs SPY
+264.9%
-364.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.8% | +4.5% |
| 7D | +2.5% | +0.5% | +1.9% | +2.1% |
| 30D | -14.5% | -0.9% | -13.5% | -13.9% |
| 3M | -30.7% | +3.9% | -34.6% | -32.1% |
| 6M | -5.3% | +14.5% | -19.9% | -12.5% |
| YTD | +245.4% | +12.9% | +232.5% | +222.6% |
| 1Y | -49.4% | +19.4% | -68.7% | -54.1% |
| 3Y | -91.8% | +78.5% | -170.2% | -94.1% |
| 5Y | -98.0% | +81.8% | -179.8% | -98.6% |
| All | -99.9% | +264.9% | -364.8% | -99.9% |
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