+824.4%
YPF vs SPY
+2,967.2%
-2,142.9%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | +4.8% | +0.1% | +4.7% | +4.7% |
| 30D | +8.1% | +0.1% | +8.1% | +8.0% |
| 3M | -4.5% | +2.0% | -6.5% | -6.1% |
| 6M | +49.5% | +13.0% | +36.5% | +36.2% |
| YTD | +45.5% | +13.5% | +32.0% | +32.2% |
| 1Y | +70.7% | +20.0% | +50.8% | +49.5% |
| 3Y | +270.3% | +77.2% | +193.1% | +152.0% |
| 5Y | +965.2% | +81.9% | +883.3% | +616.4% |
| 10Y | +209.0% | +314.1% | -105.1% | +34.5% |
| All | +824.4% | +2,967.2% | -2,142.9% | -19.4% |
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