-70.8%
YDES vs SPY
+19.3%
-90.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.7% |
| 7D | +6.3% | -2.0% | +8.3% | +6.1% |
| 30D | +42.9% | -1.7% | +44.5% | +42.6% |
| 3M | +25.6% | +4.7% | +20.9% | +25.6% |
| 6M | -49.1% | +12.5% | -61.6% | -47.4% |
| YTD | -68.0% | +11.7% | -79.7% | -66.7% |
| 1Y | -76.2% | +17.5% | -93.7% | -54.6% |
| All | -70.8% | +19.3% | -90.1% | -9.4% |
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