-87.1%
YHGJ vs SPY
+82.3%
-169.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -8.0% | -0.8% | -7.2% | -7.9% |
| 30D | -23.4% | -1.1% | -22.3% | -23.3% |
| 3M | -26.2% | +3.9% | -30.0% | -26.7% |
| 6M | -12.0% | +13.6% | -25.6% | -13.8% |
| YTD | -27.0% | +12.7% | -39.7% | -28.4% |
| 1Y | -57.3% | +17.5% | -74.8% | -58.5% |
| 3Y | -83.8% | +76.9% | -160.7% | -87.1% |
| All | -87.1% | +82.3% | -169.4% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling