-96.2%
YJ vs SPY
+72.1%
-168.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.6% | +7.5% |
| 7D | +18.8% | +2.6% | +16.2% | +17.1% |
| 30D | -17.4% | -2.0% | -15.4% | -16.6% |
| 3M | -31.4% | -2.8% | -28.7% | -30.2% |
| 6M | -28.9% | +2.1% | -31.0% | -29.0% |
| YTD | +12.7% | +11.5% | +1.2% | +7.7% |
| 1Y | -21.8% | +13.5% | -35.2% | -25.9% |
| 3Y | -53.8% | +77.7% | -131.5% | -66.6% |
| All | -96.2% | +72.1% | -168.3% | -97.2% |
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