+1,022.5%
YORW vs SPY
+828.8%
+193.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.7% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +10.5% | +0.1% | +10.4% | +10.4% |
| 3M | +15.9% | +2.0% | +13.9% | +14.6% |
| 6M | +3.0% | +13.0% | -10.0% | -2.7% |
| YTD | +8.5% | +13.5% | -5.1% | +2.2% |
| 1Y | +14.0% | +20.0% | -6.0% | +4.6% |
| 3Y | -8.9% | +77.2% | -86.1% | -30.8% |
| 5Y | -28.0% | +81.9% | -109.8% | -46.6% |
| 10Y | +46.6% | +314.1% | -267.4% | -21.4% |
| All | +1,022.5% | +828.8% | +193.7% | +360.9% |
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 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