-5.6%
YB vs SPY
+41.5%
-47.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.4% |
| 7D | +1.4% | -0.8% | +2.2% | +2.0% |
| 30D | +1.1% | -1.1% | +2.2% | +1.9% |
| 3M | -6.6% | +3.9% | -10.4% | -9.3% |
| 6M | -23.7% | +13.6% | -37.3% | -33.0% |
| YTD | -25.6% | +12.7% | -38.3% | -34.2% |
| 1Y | -41.0% | +17.5% | -58.5% | -49.9% |
| All | -5.6% | +41.5% | -47.1% | -25.3% |
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