-88.5%
YHGJ vs SPY
+1,118.7%
-1,207.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -8.0% | -0.8% | -7.2% | -7.7% |
| 30D | -23.4% | -1.1% | -22.3% | -23.2% |
| 3M | -26.2% | +3.9% | -30.0% | -27.2% |
| 6M | -12.0% | +13.6% | -25.6% | -15.7% |
| YTD | -27.0% | +12.7% | -39.7% | -29.8% |
| 1Y | -57.3% | +17.5% | -74.8% | -59.8% |
| 3Y | -83.8% | +76.9% | -160.7% | -87.2% |
| 5Y | -87.3% | +83.6% | -170.9% | -90.1% |
| 10Y | -95.7% | +320.7% | -416.4% | -97.6% |
| All | -88.5% | +1,118.7% | -1,207.2% | -96.5% |
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