-94.2%
YJ vs SPY
+79.8%
-173.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -6.1% |
| 7D | -10.3% | -2.0% | -8.3% | -9.4% |
| 30D | -14.0% | -1.7% | -12.3% | -13.1% |
| 3M | +11.0% | +4.7% | +6.3% | +9.4% |
| 6M | +9.1% | +12.5% | -3.4% | +3.9% |
| YTD | +61.9% | +11.7% | +50.1% | +54.2% |
| 1Y | 0.0% | +17.5% | -17.5% | -7.0% |
| 3Y | -16.5% | +76.6% | -93.1% | -39.2% |
| 5Y | -94.2% | +82.0% | -176.2% | -95.8% |
| All | -94.2% | +79.8% | -173.9% | -95.8% |
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 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