+125.0%
YALL vs SPY
+121.8%
+3.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +2.6% | +2.6% | 0.0% | 0.0% |
| 30D | +0.1% | -2.0% | +2.1% | +2.1% |
| 3M | -4.1% | -2.8% | -1.3% | -1.4% |
| 6M | -2.6% | +2.1% | -4.7% | -4.7% |
| YTD | -1.0% | +11.5% | -12.5% | -11.3% |
| 1Y | -0.1% | +13.5% | -13.5% | -12.0% |
| 3Y | +65.5% | +77.7% | -12.2% | -7.6% |
| All | +125.0% | +121.8% | +3.2% | +1.5% |
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