-87.5%
YRD vs SPY
+347.1%
-434.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +0.6% |
| 7D | -1.0% | -0.8% | -0.2% | -0.1% |
| 30D | -15.8% | -1.1% | -14.8% | -14.7% |
| 3M | -15.8% | +3.9% | -19.7% | -19.4% |
| 6M | -72.5% | +13.6% | -86.1% | -76.2% |
| YTD | -72.7% | +12.7% | -85.4% | -76.1% |
| 1Y | -83.2% | +17.5% | -100.7% | -86.0% |
| 3Y | -57.2% | +76.9% | -134.1% | -78.0% |
| 5Y | -69.4% | +83.6% | -153.0% | -84.7% |
| 10Y | -94.5% | +320.7% | -415.2% | -99.3% |
| All | -87.5% | +347.1% | -434.6% | -98.6% |
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