-47.5%
YSG vs SPY
+75.5%
-123.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -5.6% |
| 7D | +9.7% | -2.0% | +11.7% | +11.6% |
| 30D | -22.2% | -1.7% | -20.5% | -21.1% |
| 3M | -14.2% | +4.7% | -18.9% | -17.9% |
| 6M | -31.9% | +12.5% | -44.4% | -38.3% |
| YTD | -33.2% | +11.7% | -44.9% | -39.2% |
| 1Y | -74.6% | +17.5% | -92.0% | -77.7% |
| All | -47.5% | +75.5% | -123.0% | -61.5% |
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