+77.2%
YLD vs SPY
+342.0%
-264.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +0.5% | +0.1% | +0.5% | +0.5% |
| 3M | +1.3% | +2.0% | -0.7% | +0.7% |
| 6M | +2.6% | +13.0% | -10.4% | -0.9% |
| YTD | +4.3% | +13.5% | -9.3% | +0.5% |
| 1Y | +5.4% | +20.0% | -14.5% | 0.0% |
| 3Y | +27.9% | +77.2% | -49.3% | +7.9% |
| 5Y | +26.5% | +81.9% | -55.3% | +5.0% |
| 10Y | +69.9% | +314.1% | -244.2% | +11.5% |
| All | +77.2% | +342.0% | -264.8% | +13.9% |
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