-36.1%
YDES vs SPY
+14.6%
-50.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.7% | +7.0% | +8.4% |
| 7D | +10.7% | -0.7% | +11.4% | +10.6% |
| 30D | -2.3% | -1.0% | -1.2% | -2.4% |
| 3M | +199.6% | -0.3% | +199.9% | +199.8% |
| 6M | +38.4% | +7.3% | +31.1% | +34.5% |
| YTD | -43.0% | +13.3% | -56.3% | -43.2% |
| 1Y | -36.1% | +14.8% | -50.9% | -37.7% |
| All | -36.1% | +14.6% | -50.8% | -37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling