+191.6%
YCS vs SPY
+1,119.3%
-927.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | -1.5% | +0.1% | -1.6% | -1.5% |
| 3M | -3.1% | +2.0% | -5.1% | -3.7% |
| 6M | +2.1% | +13.0% | -10.9% | -1.1% |
| YTD | +3.8% | +13.5% | -9.7% | +0.4% |
| 1Y | +18.6% | +20.0% | -1.4% | +13.1% |
| 3Y | +48.6% | +77.2% | -28.6% | +28.2% |
| 5Y | +179.0% | +81.9% | +97.1% | +137.0% |
| 10Y | +230.7% | +314.1% | -83.4% | +109.3% |
| All | +191.6% | +1,119.3% | -927.7% | +36.2% |
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