-100.0%
YANG vs SPY
+823.0%
-923.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | +1.3% |
| 7D | +12.6% | -0.8% | +13.4% | +10.5% |
| 30D | +6.9% | -1.1% | +8.0% | +3.8% |
| 3M | +0.1% | +3.9% | -3.8% | +10.7% |
| 6M | +10.4% | +13.6% | -3.2% | +59.8% |
| YTD | +25.3% | +12.7% | +12.6% | +79.6% |
| 1Y | +43.9% | +17.5% | +26.4% | +136.6% |
| 3Y | -82.9% | +76.9% | -159.8% | +2.2% |
| 5Y | -89.1% | +83.6% | -172.7% | +4.1% |
| 10Y | -98.7% | +320.7% | -419.4% | +233.5% |
| All | -100.0% | +823.0% | -923.0% | +444.8% |
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