-84.1%
YCL vs SPY
+1,064.9%
-1,149.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -1.1% |
| 7D | -1.9% | -0.9% | -1.0% | -2.1% |
| 30D | -2.0% | -2.4% | +0.4% | -2.5% |
| 3M | -1.6% | -1.2% | -0.5% | -1.8% |
| 6M | -5.2% | +3.3% | -8.5% | -4.5% |
| YTD | -7.2% | +12.3% | -19.5% | -4.8% |
| 1Y | -11.1% | +12.4% | -23.6% | -8.7% |
| 3Y | -26.8% | +78.8% | -105.6% | -15.9% |
| 5Y | -63.4% | +75.2% | -138.6% | -58.2% |
| 10Y | -73.6% | +311.1% | -384.7% | -59.6% |
| All | -84.1% | +1,064.9% | -1,149.0% | -66.7% |
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