+181.7%
YLDE vs SPY
+264.9%
-83.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -1.8% | -0.4% | -1.4% | -1.5% |
| 30D | -2.0% | -1.4% | -0.7% | -1.1% |
| 3M | +3.6% | +3.7% | -0.1% | +1.0% |
| 6M | +4.9% | +13.0% | -8.1% | -3.6% |
| YTD | +8.7% | +12.4% | -3.7% | +0.2% |
| 1Y | +12.7% | +18.5% | -5.8% | +0.3% |
| 3Y | +52.6% | +77.6% | -25.0% | +2.5% |
| 5Y | +60.3% | +81.7% | -21.4% | +5.1% |
| All | +181.7% | +264.9% | -83.3% | +30.4% |
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