+127.9%
YALL vs SPY
+122.3%
+5.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.1% |
| 7D | -3.6% | -2.0% | -1.6% | -1.7% |
| 30D | -2.1% | -1.7% | -0.5% | -0.5% |
| 3M | +3.4% | +4.7% | -1.3% | -1.2% |
| 6M | -0.9% | +12.5% | -13.4% | -11.9% |
| YTD | +0.3% | +11.7% | -11.4% | -10.3% |
| 1Y | +0.2% | +17.5% | -17.3% | -14.7% |
| 3Y | +67.4% | +76.6% | -9.2% | -5.8% |
| All | +127.9% | +122.3% | +5.6% | +2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling