-80.1%
YOLO vs SPY
+79.8%
-159.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.2% |
| 7D | +0.4% | -2.0% | +2.4% | +2.5% |
| 30D | +7.5% | -1.7% | +9.2% | +9.3% |
| 3M | -1.2% | +4.7% | -5.9% | -6.1% |
| 6M | +3.5% | +12.5% | -9.0% | -8.1% |
| YTD | -7.8% | +11.7% | -19.5% | -17.5% |
| 1Y | -3.7% | +17.5% | -21.2% | -18.1% |
| 3Y | -12.4% | +76.6% | -89.0% | -52.0% |
| 5Y | -80.1% | +82.0% | -162.1% | -89.0% |
| All | -80.1% | +79.8% | -159.9% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling