-97.8%
YOUL vs SPY
+22.9%
-120.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.4% | -7.1% | -7.1% |
| 7D | -15.3% | +3.3% | -18.6% | -18.2% |
| 30D | -64.1% | -2.7% | -61.4% | -62.6% |
| 3M | -76.6% | -1.7% | -74.9% | -75.8% |
| 6M | -87.1% | +3.1% | -90.2% | -86.9% |
| YTD | -92.2% | +11.9% | -104.1% | -92.4% |
| 1Y | -94.3% | +12.0% | -106.3% | -94.4% |
| All | -97.8% | +22.9% | -120.7% | -97.8% |
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