+753.6%
JOYY vs SPY
+597.3%
+156.3%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.3% |
| 7D | +0.4% | +0.5% | -0.1% | -0.2% |
| 30D | -0.1% | -0.9% | +0.8% | +0.9% |
| 3M | +15.1% | +3.9% | +11.2% | +10.0% |
| 6M | +28.0% | +14.5% | +13.5% | +10.1% |
| YTD | +22.0% | +12.9% | +9.1% | +6.5% |
| 1Y | +26.0% | +19.4% | +6.7% | +3.3% |
| 3Y | +122.6% | +78.5% | +44.1% | +11.7% |
| 5Y | +46.3% | +81.8% | -35.5% | -26.9% |
| 10Y | +86.2% | +311.5% | -225.3% | -65.8% |
| All | +753.6% | +597.3% | +156.3% | -24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling