-25.6%
YCL vs SPY
+78.7%
-104.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.5% | +2.8% |
| 7D | +7.8% | +0.5% | +7.2% | +7.8% |
| 30D | +4.3% | -0.9% | +5.2% | +4.2% |
| 3M | +7.1% | +3.9% | +3.2% | +7.6% |
| 6M | +3.0% | +14.5% | -11.6% | +5.1% |
| YTD | +0.5% | +12.9% | -12.4% | +2.3% |
| 1Y | -12.7% | +19.4% | -32.0% | -9.9% |
| 3Y | -25.6% | +78.5% | -104.0% | -25.8% |
| All | -25.6% | +78.7% | -104.3% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling