-97.1%
YSG vs SPY
+134.3%
-231.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | -0.4% | +12.6% | +12.6% |
| 7D | -12.5% | +0.1% | -12.6% | -12.7% |
| 30D | -16.9% | +0.1% | -16.9% | -17.0% |
| 3M | -13.4% | +2.0% | -15.3% | -15.2% |
| 6M | -32.3% | +13.0% | -45.3% | -40.5% |
| YTD | -31.6% | +13.5% | -45.2% | -40.3% |
| 1Y | -69.7% | +20.0% | -89.7% | -75.0% |
| 3Y | -47.3% | +77.2% | -124.5% | -72.2% |
| 5Y | -89.9% | +81.9% | -171.8% | -94.7% |
| All | -97.1% | +134.3% | -231.4% | -98.5% |
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 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