-63.3%
YCL vs SPY
+71.5%
-134.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.8% |
| 7D | -0.1% | +0.1% | -0.1% | -0.1% |
| 30D | -0.1% | -3.3% | +3.3% | -0.1% |
| 3M | -1.3% | -2.4% | +1.1% | -1.4% |
| 6M | -3.5% | +2.6% | -6.0% | -3.4% |
| YTD | -4.9% | +11.2% | -16.2% | -4.7% |
| 1Y | -9.7% | +13.4% | -23.1% | -9.4% |
| 3Y | -25.2% | +79.9% | -105.1% | -26.1% |
| 5Y | -63.3% | +72.2% | -135.5% | -65.3% |
| All | -63.3% | +71.5% | -134.7% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling