-83.7%
YCL vs SPY
+1,054.0%
-1,137.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +1.3% |
| 7D | -0.1% | +0.1% | -0.1% | 0.0% |
| 30D | -0.1% | -3.3% | +3.3% | -0.7% |
| 3M | -1.3% | -2.4% | +1.1% | -1.8% |
| 6M | -3.5% | +2.6% | -6.0% | -2.9% |
| YTD | -4.9% | +11.2% | -16.2% | -2.6% |
| 1Y | -9.7% | +13.4% | -23.1% | -7.1% |
| 3Y | -25.2% | +79.9% | -105.1% | -13.9% |
| 5Y | -63.3% | +72.2% | -135.5% | -58.3% |
| 10Y | -73.4% | +307.3% | -380.8% | -59.4% |
| All | -83.7% | +1,054.0% | -1,137.7% | -65.9% |
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