-91.2%
YOUL vs SPY
+23.8%
-115.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.7% | -3.5% |
| 7D | -6.6% | -0.8% | -5.8% | -5.9% |
| 30D | -6.9% | -1.1% | -5.9% | -6.1% |
| 3M | -9.4% | +3.9% | -13.3% | -12.6% |
| 6M | -55.4% | +13.6% | -69.0% | -56.6% |
| YTD | -69.1% | +12.7% | -81.8% | -70.5% |
| 1Y | -72.5% | +17.5% | -90.1% | -73.3% |
| All | -91.2% | +23.8% | -115.0% | -91.3% |
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