-87.5%
YSG vs SPY
+72.1%
-159.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +1.6% | +2.6% | -1.0% | -1.4% |
| 30D | -22.4% | -2.0% | -20.4% | -20.1% |
| 3M | -42.9% | -2.8% | -40.2% | -40.8% |
| 6M | -29.2% | +2.1% | -31.3% | -30.5% |
| YTD | -50.1% | +11.5% | -61.6% | -55.6% |
| 1Y | -70.8% | +13.5% | -84.2% | -74.5% |
| 3Y | -52.9% | +77.7% | -130.6% | -76.4% |
| All | -87.5% | +72.1% | -159.6% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling