-26.8%
YORW vs SPY
+81.0%
-107.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -1.1% | -0.4% | -0.8% | -1.1% |
| 30D | +5.6% | -1.4% | +7.0% | +5.9% |
| 3M | +12.2% | +3.7% | +8.5% | +11.0% |
| 6M | +4.5% | +13.0% | -8.5% | +0.8% |
| YTD | +7.3% | +12.4% | -5.1% | +3.7% |
| 1Y | +13.0% | +18.5% | -5.5% | +7.3% |
| 3Y | -9.9% | +77.6% | -87.5% | -27.0% |
| 5Y | -26.8% | +81.7% | -108.5% | -42.3% |
| All | -26.8% | +81.0% | -107.8% | -42.3% |
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