-70.1%
YDES vs SPY
+20.3%
-90.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.6% |
| 7D | +13.0% | -0.8% | +13.8% | +12.9% |
| 30D | +53.8% | -1.1% | +54.9% | +53.7% |
| 3M | +23.1% | +3.9% | +19.2% | +22.5% |
| 6M | -48.1% | +13.6% | -61.7% | -46.3% |
| YTD | -67.2% | +12.7% | -79.9% | -65.9% |
| 1Y | -80.5% | +17.5% | -98.0% | -68.8% |
| All | -70.1% | +20.3% | -90.4% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling