-99.7%
YJ vs SPY
+191.1%
-290.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.1% |
| 7D | -18.7% | +0.5% | -19.2% | -19.0% |
| 30D | -42.4% | -0.9% | -41.4% | -41.9% |
| 3M | +13.0% | +3.9% | +9.1% | +11.1% |
| 6M | +10.7% | +14.5% | -3.8% | +2.4% |
| YTD | +66.1% | +12.9% | +53.2% | +54.5% |
| 1Y | +12.0% | +19.4% | -7.4% | +0.9% |
| 3Y | -14.3% | +78.5% | -92.8% | -41.1% |
| 5Y | -93.9% | +81.8% | -175.6% | -95.9% |
| All | -99.7% | +191.1% | -290.8% | -99.8% |
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 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