-99.5%
YAAS vs SPY
+34.7%
-134.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.4% | -9.8% | -9.6% |
| 7D | -26.2% | +0.1% | -26.3% | -26.2% |
| 30D | -29.8% | +0.1% | -29.8% | -29.7% |
| 3M | +68.1% | +2.0% | +66.1% | +59.9% |
| 6M | +35.0% | +13.0% | +22.0% | +17.5% |
| YTD | -1.2% | +13.5% | -14.8% | -14.5% |
| 1Y | -93.1% | +20.0% | -113.0% | -94.2% |
| All | -99.5% | +34.7% | -134.2% | -99.7% |
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