-76.0%
YDES vs SPY
+20.8%
-96.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.3% |
| 7D | -26.3% | +0.1% | -26.4% | -26.3% |
| 30D | +57.3% | +0.1% | +57.3% | +56.6% |
| 3M | +12.6% | +2.0% | +10.6% | +10.0% |
| 6M | -58.1% | +13.0% | -71.1% | -61.1% |
| YTD | -71.0% | +13.5% | -84.5% | -73.5% |
| 1Y | -76.0% | +20.0% | -95.9% | -83.7% |
| All | -76.0% | +20.8% | -96.8% | -83.7% |
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