+36.1%
YJUN vs SPY
+93.8%
-57.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -0.2% | -0.4% | +0.2% | 0.0% |
| 30D | -0.4% | -1.4% | +1.0% | +0.3% |
| 3M | +1.9% | +3.7% | -1.8% | 0.0% |
| 6M | +5.8% | +13.0% | -7.3% | -0.7% |
| YTD | +6.9% | +12.4% | -5.5% | +0.6% |
| 1Y | +10.0% | +18.5% | -8.6% | +0.6% |
| 3Y | +36.8% | +77.6% | -40.8% | -0.4% |
| 5Y | +34.1% | +81.7% | -47.5% | -5.2% |
| All | +36.1% | +93.8% | -57.8% | -8.0% |
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