+42.8%
YORW vs SPY
+322.5%
-279.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.1% |
| 7D | -2.6% | -0.8% | -1.8% | -2.1% |
| 30D | +1.9% | -1.1% | +3.0% | +2.6% |
| 3M | +12.6% | +3.9% | +8.7% | +9.5% |
| 6M | +7.6% | +13.6% | -6.1% | -1.8% |
| YTD | +5.7% | +12.7% | -7.0% | -3.2% |
| 1Y | +10.3% | +17.5% | -7.2% | -2.1% |
| 3Y | -11.0% | +76.9% | -87.9% | -43.4% |
| 5Y | -26.6% | +83.6% | -110.2% | -56.0% |
| All | +42.8% | +322.5% | -279.6% | -65.0% |
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 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