+91.2%
JOYY vs SPY
+322.5%
-231.2%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.4% | +2.4% |
| 7D | +3.0% | -0.8% | +3.8% | +3.8% |
| 30D | +4.2% | -1.1% | +5.2% | +5.3% |
| 3M | +15.9% | +3.9% | +12.1% | +11.3% |
| 6M | +32.3% | +13.6% | +18.7% | +15.7% |
| YTD | +26.8% | +12.7% | +14.1% | +11.8% |
| 1Y | +35.2% | +17.5% | +17.7% | +14.0% |
| 3Y | +132.8% | +76.9% | +55.9% | +22.7% |
| 5Y | +54.2% | +83.6% | -29.3% | -20.8% |
| All | +91.2% | +322.5% | -231.2% | -59.1% |
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