-20.6%
YOLO vs SPY
+75.5%
-96.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.3% |
| 7D | +0.4% | -2.0% | +2.4% | +2.3% |
| 30D | +7.5% | -1.7% | +9.2% | +9.1% |
| 3M | -1.2% | +4.7% | -5.9% | -5.7% |
| 6M | +3.5% | +12.5% | -9.0% | -7.3% |
| YTD | -7.8% | +11.7% | -19.5% | -16.9% |
| 1Y | -3.7% | +17.5% | -21.2% | -17.0% |
| All | -20.6% | +75.5% | -96.1% | -57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling