-14.7%
YELP vs SPY
+616.3%
-631.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.5% |
| 7D | -6.2% | +0.5% | -6.8% | -6.9% |
| 30D | -18.0% | -0.9% | -17.1% | -17.0% |
| 3M | -8.7% | +3.9% | -12.6% | -13.6% |
| 6M | -14.6% | +14.5% | -29.1% | -29.2% |
| YTD | -31.0% | +12.9% | -44.0% | -41.8% |
| 1Y | -34.0% | +19.4% | -53.3% | -48.2% |
| 3Y | -52.0% | +78.5% | -130.5% | -78.4% |
| 5Y | -42.4% | +81.8% | -124.2% | -74.7% |
| 10Y | -45.2% | +311.5% | -356.7% | -92.2% |
| All | -14.7% | +616.3% | -631.0% | -94.2% |
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