+947.2%
YORW vs SPY
+815.3%
+131.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.1% | +3.3% | -5.4% | -3.5% |
| 30D | +1.1% | -2.7% | +3.8% | +2.1% |
| 3M | -2.4% | -1.7% | -0.6% | -1.8% |
| 6M | +8.2% | +3.1% | +5.1% | +6.3% |
| YTD | +1.2% | +11.9% | -10.7% | -4.2% |
| 1Y | +1.5% | +12.0% | -10.4% | -4.0% |
| 3Y | -6.6% | +78.2% | -84.8% | -29.3% |
| 5Y | -27.6% | +73.2% | -100.8% | -45.2% |
| 10Y | +19.3% | +309.6% | -290.3% | -35.9% |
| All | +947.2% | +815.3% | +131.9% | +332.0% |
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 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