-99.8%
YAAS vs SPY
+34.4%
-134.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -2.9% |
| 7D | -10.2% | -0.7% | -9.4% | -9.0% |
| 30D | -35.3% | -1.0% | -34.3% | -33.9% |
| 3M | -65.9% | -0.3% | -65.6% | -65.5% |
| 6M | -37.4% | +7.3% | -44.7% | -42.9% |
| YTD | -51.9% | +13.3% | -65.2% | -58.0% |
| 1Y | -58.4% | +14.8% | -73.2% | -64.1% |
| All | -99.8% | +34.4% | -134.2% | -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 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