-43.9%
YELP vs SPY
+322.5%
-366.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.6% |
| 7D | -1.8% | -0.8% | -1.0% | -0.8% |
| 30D | -10.0% | -1.1% | -8.9% | -8.8% |
| 3M | -7.6% | +3.9% | -11.4% | -12.0% |
| 6M | -13.8% | +13.6% | -27.5% | -27.2% |
| YTD | -30.0% | +12.7% | -42.7% | -40.2% |
| 1Y | -33.0% | +17.5% | -50.5% | -45.7% |
| 3Y | -51.6% | +76.9% | -128.5% | -77.2% |
| 5Y | -40.5% | +83.6% | -124.1% | -73.2% |
| All | -43.9% | +322.5% | -366.4% | -90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling