-21.9%
YALA vs SPY
+148.7%
-170.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.4% |
| 7D | +0.6% | +0.5% | 0.0% | -0.1% |
| 30D | -0.2% | -0.9% | +0.8% | +0.8% |
| 3M | +2.4% | +3.9% | -1.4% | -2.1% |
| 6M | -21.7% | +14.5% | -36.3% | -33.2% |
| YTD | -21.2% | +12.9% | -34.1% | -31.7% |
| 1Y | -26.0% | +19.4% | -45.3% | -39.8% |
| 3Y | +6.4% | +78.5% | -72.0% | -50.4% |
| 5Y | -44.2% | +81.8% | -125.9% | -73.5% |
| All | -21.9% | +148.7% | -170.6% | -75.9% |
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