+203.8%
YCS vs SPY
+1,067.0%
-863.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +1.4% | -2.7% | +4.1% | +2.0% |
| 30D | +1.3% | -5.4% | +6.7% | +2.6% |
| 3M | +1.6% | -4.1% | +5.7% | +2.6% |
| 6M | +6.3% | +0.7% | +5.6% | +5.9% |
| YTD | +8.2% | +8.7% | -0.5% | +5.6% |
| 1Y | +14.6% | +10.9% | +3.7% | +11.3% |
| 3Y | +43.6% | +75.0% | -31.4% | +24.2% |
| 5Y | +172.9% | +67.8% | +105.1% | +136.9% |
| 10Y | +252.2% | +312.9% | -60.7% | +122.1% |
| All | +203.8% | +1,067.0% | -863.2% | +43.3% |
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 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