+364.5%
YPF vs SPY
+75.5%
+289.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.2% |
| 7D | +7.0% | -2.0% | +8.9% | +9.0% |
| 30D | +14.1% | -1.7% | +15.7% | +15.8% |
| 3M | +3.3% | +4.7% | -1.4% | -2.0% |
| 6M | +52.8% | +12.5% | +40.3% | +33.1% |
| YTD | +55.0% | +11.7% | +43.3% | +36.0% |
| 1Y | +95.7% | +17.5% | +78.3% | +61.8% |
| All | +364.5% | +75.5% | +289.0% | +130.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling