-99.8%
YAAS vs SPY
+28.9%
-128.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +1.6% |
| 7D | -1.8% | -2.7% | +0.9% | +2.7% |
| 30D | -34.0% | -5.4% | -28.6% | -27.0% |
| 3M | -70.3% | -4.1% | -66.2% | -67.9% |
| 6M | -34.6% | +0.7% | -35.3% | -34.5% |
| YTD | -53.4% | +8.7% | -62.0% | -56.3% |
| 1Y | -55.6% | +10.9% | -66.5% | -59.1% |
| All | -99.8% | +28.9% | -128.6% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling