+72.0%
YLD vs SPY
+312.5%
-240.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | +0.4% | -1.4% | +1.8% | +0.8% |
| 3M | +1.5% | +3.7% | -2.2% | +0.4% |
| 6M | +3.2% | +13.0% | -9.8% | -0.4% |
| YTD | +4.2% | +12.4% | -8.2% | +0.7% |
| 1Y | +5.3% | +18.5% | -13.2% | +0.2% |
| 3Y | +27.8% | +77.6% | -49.9% | +7.4% |
| 5Y | +26.3% | +81.7% | -55.4% | +4.5% |
| 10Y | +72.0% | +319.7% | -247.6% | +13.3% |
| All | +72.0% | +312.5% | -240.5% | +13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling